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
A Degeneracy in the Analysis of Volatility and Covolatility Effects 0 0 0 18 0 0 8 88
An econometric panel data model of the COVID-19 pandemic 0 0 0 1 0 1 9 24
Causality Between Returns and Trated Volumes 0 0 0 23 0 2 15 75
Composite Likelihood for Stochastic Migration Model with Unobserved Factor 0 0 0 13 0 1 9 22
Compound Autoregressive Models 0 0 0 83 0 0 13 293
DYNAMIC QUANTILE MODELS 0 0 1 412 1 2 22 828
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey 0 0 0 10 1 4 15 37
Dynamic Factor Models 0 0 2 41 0 0 18 139
Filtering and Prediction in Noncausal Processes 0 0 0 180 0 0 3 207
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 0 1 9 341
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 258 0 1 15 2,376
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 0 2 19 895
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 0 0 1 1,393 0 2 17 5,812
GCov-Based Portmanteau Test 0 0 2 14 0 0 13 24
Generalized Covariance Estimator 0 0 0 23 1 4 9 41
Inference for Noisy Long Run Component Process 0 0 0 6 1 2 12 29
Kernel Autocorrelogram for Time Deformed Processes 0 0 0 165 0 0 11 1,538
L-performance with an application to hedge funds 0 0 0 0 1 3 7 57
Local Likelihood Density Estimation and Value at Risk 0 0 0 33 0 1 6 97
Long Run Risk in Stationary Structural Vector Autoregressive Models 0 0 1 48 1 2 7 34
Market Time and Asset Price Movements Theory and Estimation 0 1 1 610 0 4 20 2,265
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 34 0 2 23 257
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 0 1 13 400
Misspecification of Causal and Noncausal Orders in Autoregressive Processes 0 0 0 46 0 0 7 139
Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives 0 0 0 48 0 1 10 200
Nonlinear Autocorrelograms: An Application to Intra-Trade Durations 0 0 0 16 0 1 9 65
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models 0 0 0 66 0 1 9 39
Nonlinear Innovations and Impulse Response 0 0 0 14 0 2 24 96
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 27 0 0 11 63
Nonlinear Persistence and Copersistence 0 0 0 55 1 4 13 162
Nonlinear Persistence and Copersistence 0 0 0 16 0 1 11 79
Nonlinear innovations and impulse responses 0 0 0 290 0 1 16 1,339
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 15 0 1 12 25
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 57 0 3 12 47
Penalized Likelihood Inference with Survey Data 0 0 0 24 0 0 5 14
Persistence in Intertrade Durations 0 1 1 164 0 4 14 466
Robust Analysis of the Martingale Hypothesis 0 0 0 11 0 0 13 66
Semi-Parametric Estimation of Noncausal Vector Autoregression 0 0 0 60 0 0 9 164
Stationary Bubble Equilibria in Rational Expectation Models 1 1 2 35 1 3 19 126
Stationary Bubble Equilibria in Rational Expectation Models 0 0 0 0 0 0 4 12
Stochastic Volatility Duration Models 0 0 0 38 0 0 10 130
Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects 0 2 3 596 1 10 28 3,007
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 0 0 20 385
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 0 0 0 39 0 1 7 215
Structural Laplace Transform and Compound Autoregressive Models 0 0 0 0 0 0 4 25
Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood 0 0 0 17 0 0 11 20
The Ordered Qualitative Model For Credit Rating Transitions 0 0 0 520 0 2 12 1,251
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 0 0 2 717 0 2 24 1,355
The Wishart Autoregressive of Multivariate Stochastic Volatility 0 0 0 27 0 0 7 81
Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus 0 0 0 43 0 0 6 59
Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether 0 0 0 19 1 2 15 33
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 1 2 2 797 1 3 22 3,042
Truncated Maximum Likelihood and Nonparametric Tail Analysis 0 0 0 23 0 0 6 63
Total Working Papers 2 7 18 7,351 11 77 663 28,647

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Econometric Panel Data Model of the COVID-19 Pandemic 0 0 0 9 0 0 10 47
Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models 0 0 0 28 0 0 6 73
Autoregressive gamma processes 0 0 2 178 0 6 23 478
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 0 3 168
Causality between Returns and Traded Volumes 0 0 0 3 0 0 7 30
Composite Likelihood for Stochastic Migration Model with Unobserved Factor* 0 0 0 0 0 1 9 16
Convolution‐based filtering and forecasting: An application to WTI crude oil prices 0 0 0 4 0 2 13 31
DYNAMIC FACTOR MODELS 0 0 1 279 0 0 13 666
Dynamic deconvolution and identification of independent autoregressive sources 0 0 0 3 2 3 10 15
Dynamic quantile models 0 0 0 229 1 6 13 577
Filtering, Prediction and Simulation Methods for Noncausal Processes 0 0 1 30 0 2 12 63
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 0 12 170
First‐Order Autoregressive Processes with Heterogeneous Persistence 0 0 0 63 3 4 10 373
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes 0 0 1 8 0 1 12 31
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 0 0 1 379 1 4 15 985
Generalized Covariance Estimator 0 0 3 4 0 0 22 31
Generalized covariance‐based inference for models set‐identified from independence restrictions 0 0 1 1 0 0 8 9
Granularity adjustment for default risk factor model with cohorts 0 0 1 58 0 1 19 274
Heterogeneous INAR(1) model with application to car insurance 0 0 0 202 1 1 6 456
Intra-day market activity 0 0 0 262 0 0 16 532
L-performance with an application to hedge funds 0 1 2 32 0 1 9 182
Local Likelihood Density Estimation and Value-at-Risk 0 0 0 1 0 1 8 12
Long Run Predictions 0 1 3 20 0 1 15 58
Memory and infrequent breaks 0 0 0 49 0 1 16 151
Misspecification of noncausal order in autoregressive processes 0 0 1 24 0 3 12 91
Modelling common bubbles in cryptocurrency prices 0 2 3 14 2 8 33 63
Multivariate Jacobi process with application to smooth transitions 0 1 3 184 1 5 12 379
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation 0 0 0 69 2 4 17 153
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations 0 0 0 1 0 0 8 11
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity 0 0 0 14 1 3 14 56
Robust analysis of the martingale hypothesis 0 0 1 5 1 1 13 45
State‐space Models with Finite Dimensional Dependence 0 0 0 5 0 0 3 13
Stationary bubble equilibria in rational expectation models 0 0 0 17 0 2 19 78
Stochastic volatility duration models 0 0 0 262 0 1 9 609
Structural Laplace Transform and Compound Autoregressive Models 0 0 1 142 0 0 7 353
Temporally Local Maximum Likelihood with Application to SIS Model 0 0 0 1 1 3 6 9
Testing for Endogeneity of Covid-19 Patient Assignments* 0 0 0 2 2 3 10 23
The Tradability Premium on the S&P 500 Index 0 0 0 9 1 1 3 42
The Wishart Autoregressive process of multivariate stochastic volatility 1 1 2 339 2 4 27 933
The ordered qualitative model for credit rating transitions 0 1 2 183 1 5 19 513
Time varying Markov process with partially observed aggregate data: An application to coronavirus 0 0 1 2 0 1 6 12
Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether 0 0 1 4 1 6 26 36
Transition model for coronavirus management 0 0 0 0 0 0 8 14
Total Journal Articles 1 7 31 3,119 23 85 539 8,861

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Econometrics of Individual Risk: Credit, Insurance, and Marketing 0 0 0 0 1 1 6 57
Total Books 0 0 0 0 1 1 6 57

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 13 0 0 4 58
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing 0 0 1 312 0 0 16 743
Nonlinear Persistence and Copersistence 0 0 0 0 0 1 7 7
Total Chapters 0 0 1 325 0 1 27 808

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Statistics updated 2026-08-07