Access Statistics for Jiří Witzany

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
A Bayesian Approach to Backtest Overfitting 0 1 2 47 0 3 8 114
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!) 0 0 1 13 0 0 5 14
A Note on the Vasicek’s Model with the Logistic Distribution 0 1 2 41 0 3 8 115
Analysing Cross-Currency Basis Spreads 0 0 4 96 0 3 14 306
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 0 0 1 6 0 2 8 24
Determinants of NMD Pass-Through Rates in Eurozone Countries 0 2 9 90 0 5 31 254
Estimating Correlated Jumps and Stochastic Volatilities 0 1 1 75 0 1 2 134
Estimating Default and Recovery Rate Correlations 0 0 4 60 0 1 9 107
Estimating LGD Correlation 0 0 2 119 0 2 5 310
Historical Calibration of SVJD Models with Deep Learning 0 0 1 9 0 0 6 15
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 0 2 6 39 0 2 7 61
Interest Rate Risk of Savings Accounts 0 1 2 17 0 1 4 32
Interest Rate Swap Credit Valuation Adjustment 0 0 2 92 0 2 13 253
Loss, Default, and Loss Given Default Modeling 0 0 1 223 0 1 2 457
Machine Learning Applications to Valuation of Options on Non-liquid Markets 0 0 4 8 0 3 11 21
Recovery process optimization using survival regression 0 0 1 13 0 0 4 27
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 0 0 2 29 0 0 6 87
Survival Analysis in LGD Modeling 0 2 7 407 1 7 22 1,023
Valuation of Convexity Related Derivatives 0 1 1 148 0 1 1 393
Total Working Papers 0 11 53 1,532 1 37 166 3,747

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Measurement of Backtest Overfitting 0 0 1 10 1 1 2 42
Copula-based trading of cointegrated cryptocurrency Pairs 0 1 1 1 0 3 17 17
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 0 1 3 5 0 1 13 31
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 29 0 2 4 97
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 0 0 34 1 3 5 119
Exposure at Default Modeling with Default Intensities 0 0 1 45 0 0 2 127
Impact of Implementation of IFRS 9 on Czech Banking Sector 0 0 1 7 0 1 2 23
Interest Rate Sensitivity of Savings Accounts 0 2 6 14 0 4 12 40
Konstrukce výnosových křivek v pokrizovém období 0 0 0 53 0 0 2 133
On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model 0 0 0 73 0 0 0 264
Recovery process optimization using survival regression 0 0 1 4 0 0 2 18
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 1 6 1 3 5 32
Survival Analysis in LGD Modeling 0 1 3 39 0 1 5 117
Unexpected Recovery Risk and LGD Discount Rate Determination 1 2 3 67 1 2 6 224
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 0 0 68
Valuation of Convexity Related Interest Rate Derivatives 0 0 0 41 0 0 2 200
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 0 33 0 0 0 138
Total Journal Articles 1 7 22 476 4 21 79 1,690
5 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit Risk Management 0 0 0 0 0 2 9 44
Derivatives 0 0 0 1 1 2 9 40
Total Books 0 0 0 1 1 4 18 84

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does IFRS 9 Increase Volatility of Loan Loss Provisions? 0 0 0 0 0 2 12 27
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 0 1 1 4
Forwards and Futures 0 0 0 0 1 2 6 20
IFRS 9 – Implications on Procyclicality 0 0 0 2 2 4 14 33
Interest Rate Derivatives 0 0 1 1 1 1 5 13
Interest Rate Models 0 0 0 0 0 1 6 18
Introduction 0 0 0 0 0 1 3 5
Market Risk Measurement and Management 0 0 0 0 0 2 7 28
Option Markets, Valuation, and Hedging 0 0 0 0 0 1 4 15
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 0 0 1 20
Total Chapters 0 0 1 3 4 15 59 183

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Statistics updated 2025-05-12