Access Statistics for Joann Jasiak

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Causality Between Returns and Trated Volumes 0 0 0 0 8 18 28 408
Compound Autoregressive Models 0 0 0 0 1 18 55 359
DYNAMIC QUANTILE MODELS 4 13 63 162 11 27 113 260
Dynamic Factor Models 0 0 0 11 9 36 180 986
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 1 3 12 244 3 17 75 2,204
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 10 71 4 8 33 225
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 3 13 77 9 29 124 610
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 5 18 79 1,067 22 61 269 4,673
Intra-Day Market Activity 0 0 0 4 6 20 66 723
Kernel Autocorrelogram for Time Deformed Processes 1 3 5 144 4 10 35 1,406
Market Time and Asset Price Movements Theory and Estimation 6 13 33 528 11 34 101 2,007
Market Time and Asset Price Movements: Theory and Estimation 2 5 6 6 2 6 24 135
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 2 8 30 239
Nonlinear Autocorrelograms: an Application to Intra-Trade Durations 0 0 0 0 3 9 31 238
Nonlinear Innovations and Impulse Responses 0 0 0 0 1 6 23 290
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 0 3 8 35 441
Nonlinear Persistence and Copersistence 0 2 9 18 0 4 21 33
Nonlinear Persistence and Copersistence 0 0 0 1 1 5 18 99
Nonlinear innovations and impulse responses 2 6 13 225 6 19 59 1,061
Persistence in Intertrade Durations 0 3 13 23 4 10 43 75
Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects 6 19 67 406 15 50 167 2,408
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 6 9 24 176
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 3 3 5 5 3 3 20 67
The Ordered Qualitative Model For Credit Rating Transitions 10 28 105 240 29 73 239 483
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 15 43 143 231 21 64 239 381
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 10 23 65 626 15 46 178 2,436
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 0 0 0 1 8 23 100 565
Truncated Maximum Likelihood, Goodness of Fit Tests and Tail Analysis 0 0 0 49 2 3 21 209
Truncated Maximum Likelihood, and Nonparametric Tail Analysis 0 0 0 1 6 17 57 478
Total Working Papers 65 185 641 4,140 215 641 2,408 23,675

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive gamma processes 2 4 18 51 2 6 40 130
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 1 3 24 97
DYNAMIC FACTOR MODELS 3 11 56 118 4 15 88 233
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 4 8 21 55
First-Order Autoregressive Processes with Heterogeneous Persistence 0 1 1 48 2 3 5 285
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 6 15 34 232 11 35 95 579
Heterogeneous INAR(1) model with application to car insurance 1 4 15 89 4 11 33 187
Intra-day market activity 1 1 26 106 2 8 50 172
Memory and infrequent breaks 0 0 5 21 0 0 8 43
Multivariate Jacobi process with application to smooth transitions 1 4 18 52 1 4 32 89
Stochastic volatility duration models 1 4 28 151 2 6 56 302
Structural Laplace Transform and Compound Autoregressive Models 1 4 20 51 3 9 49 123
The ordered qualitative model for credit rating transitions 3 7 15 15 7 24 44 44
Total Journal Articles 19 55 236 934 43 132 545 2,339

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing 7 22 40 40 15 42 80 80
Total Chapters 7 22 40 40 15 42 80 80

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Statistics updated 2008-10-02