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 2 10 88
An econometric panel data model of the COVID-19 pandemic 0 0 0 1 1 2 10 24
Causality Between Returns and Trated Volumes 0 0 0 23 1 5 14 74
Composite Likelihood for Stochastic Migration Model with Unobserved Factor 0 0 0 13 1 3 9 22
Compound Autoregressive Models 0 0 0 83 0 5 13 293
DYNAMIC QUANTILE MODELS 0 0 1 412 1 2 21 827
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey 0 0 0 10 1 5 13 34
Dynamic Factor Models 0 0 2 41 0 3 20 139
Filtering and Prediction in Noncausal Processes 0 0 0 180 0 2 3 207
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 0 2 9 340
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 258 1 5 15 2,376
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 1 6 18 894
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 0 0 1 1,393 0 4 15 5,810
GCov-Based Portmanteau Test 0 1 2 14 0 2 13 24
Generalized Covariance Estimator 0 0 0 23 0 0 8 37
Inference for Noisy Long Run Component Process 0 0 0 6 1 3 11 28
Kernel Autocorrelogram for Time Deformed Processes 0 0 0 165 0 4 12 1,538
L-performance with an application to hedge funds 0 0 0 0 1 1 5 55
Local Likelihood Density Estimation and Value at Risk 0 0 0 33 1 2 7 97
Long Run Risk in Stationary Structural Vector Autoregressive Models 0 0 1 48 0 0 5 32
Market Time and Asset Price Movements Theory and Estimation 0 0 0 609 2 4 19 2,263
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 34 1 6 22 256
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 1 3 13 400
Misspecification of Causal and Noncausal Orders in Autoregressive Processes 0 0 0 46 0 2 8 139
Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives 0 0 1 48 0 2 10 199
Nonlinear Autocorrelograms: An Application to Intra-Trade Durations 0 0 0 16 1 2 9 65
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models 0 0 0 66 0 0 9 38
Nonlinear Innovations and Impulse Response 0 0 0 14 1 7 23 95
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 27 0 2 11 63
Nonlinear Persistence and Copersistence 0 0 0 16 0 3 10 78
Nonlinear Persistence and Copersistence 0 0 0 55 1 3 10 159
Nonlinear innovations and impulse responses 0 0 0 290 0 3 15 1,338
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 15 1 4 13 25
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 1 3 11 45
Penalized Likelihood Inference with Survey Data 0 0 0 24 0 1 5 14
Persistence in Intertrade Durations 0 0 0 163 3 7 13 465
Robust Analysis of the Martingale Hypothesis 0 0 0 11 0 7 13 66
Semi-Parametric Estimation of Noncausal Vector Autoregression 0 0 0 60 0 4 9 164
Stationary Bubble Equilibria in Rational Expectation Models 0 0 2 34 1 2 19 124
Stationary Bubble Equilibria in Rational Expectation Models 0 0 0 0 0 0 4 12
Stochastic Volatility Duration Models 0 0 0 38 0 3 10 130
Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects 2 2 4 596 7 16 26 3,004
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 0 6 22 385
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 0 0 0 39 1 5 7 215
Structural Laplace Transform and Compound Autoregressive Models 0 0 0 0 0 1 4 25
Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood 0 0 0 17 0 2 11 20
The Ordered Qualitative Model For Credit Rating Transitions 0 0 0 520 1 2 11 1,250
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 0 0 3 717 2 7 25 1,355
The Wishart Autoregressive of Multivariate Stochastic Volatility 0 0 0 27 0 2 7 81
Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus 0 0 0 43 0 3 6 59
Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether 0 0 0 19 1 3 15 32
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 0 0 0 795 1 10 20 3,040
Truncated Maximum Likelihood and Nonparametric Tail Analysis 0 0 0 23 0 4 7 63
Total Working Papers 2 3 18 7,346 36 187 648 28,606

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 2 10 47
Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models 0 0 0 28 0 1 8 73
Autoregressive gamma processes 0 0 2 178 3 6 20 475
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 0 4 168
Causality between Returns and Traded Volumes 0 0 0 3 0 5 8 30
Composite Likelihood for Stochastic Migration Model with Unobserved Factor* 0 0 0 0 0 4 8 15
Convolution‐based filtering and forecasting: An application to WTI crude oil prices 0 0 0 4 2 4 14 31
DYNAMIC FACTOR MODELS 0 0 1 279 0 2 13 666
Dynamic deconvolution and identification of independent autoregressive sources 0 0 1 3 1 2 9 13
Dynamic quantile models 0 0 0 229 2 2 11 573
Filtering, Prediction and Simulation Methods for Noncausal Processes 0 1 1 30 1 7 11 62
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 4 12 170
First‐Order Autoregressive Processes with Heterogeneous Persistence 0 0 0 63 0 1 6 369
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes 0 0 1 8 1 3 13 31
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 0 1 1 379 2 7 13 983
Generalized Covariance Estimator 0 0 3 4 0 3 24 31
Generalized covariance‐based inference for models set‐identified from independence restrictions 0 0 1 1 0 1 8 9
Granularity adjustment for default risk factor model with cohorts 0 0 1 58 1 3 20 274
Heterogeneous INAR(1) model with application to car insurance 0 0 0 202 0 1 6 455
Intra-day market activity 0 0 0 262 0 3 17 532
L-performance with an application to hedge funds 1 1 2 32 1 3 9 182
Local Likelihood Density Estimation and Value-at-Risk 0 0 0 1 1 4 8 12
Long Run Predictions 0 0 2 19 0 4 14 57
Memory and infrequent breaks 0 0 0 49 0 2 16 150
Misspecification of noncausal order in autoregressive processes 0 0 1 24 3 6 12 91
Modelling common bubbles in cryptocurrency prices 0 0 2 12 4 10 32 59
Multivariate Jacobi process with application to smooth transitions 1 3 3 184 3 7 10 377
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation 0 0 2 69 1 2 17 150
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations 0 0 0 1 0 4 8 11
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity 0 0 1 14 2 4 15 55
Robust analysis of the martingale hypothesis 0 0 1 5 0 2 13 44
State‐space Models with Finite Dimensional Dependence 0 0 0 5 0 1 3 13
Stationary bubble equilibria in rational expectation models 0 0 0 17 2 5 21 78
Stochastic volatility duration models 0 0 0 262 0 4 9 608
Structural Laplace Transform and Compound Autoregressive Models 0 0 1 142 0 3 9 353
Temporally Local Maximum Likelihood with Application to SIS Model 0 0 0 1 1 2 4 7
Testing for Endogeneity of Covid-19 Patient Assignments* 0 0 0 2 0 2 8 20
The Tradability Premium on the S&P 500 Index 0 0 0 9 0 0 2 41
The Wishart Autoregressive process of multivariate stochastic volatility 0 0 1 338 1 6 25 930
The ordered qualitative model for credit rating transitions 0 0 3 182 0 2 17 508
Time varying Markov process with partially observed aggregate data: An application to coronavirus 0 0 1 2 1 2 6 12
Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether 0 0 1 4 4 9 24 34
Transition model for coronavirus management 0 0 0 0 0 2 8 14
Total Journal Articles 2 6 33 3,114 37 147 525 8,813

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 0 2 5 56
Total Books 0 0 0 0 0 2 5 56

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 1 4 58
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing 0 0 1 312 0 3 17 743
Nonlinear Persistence and Copersistence 0 0 0 0 1 1 7 7
Total Chapters 0 0 1 325 1 5 28 808

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Statistics updated 2026-06-04