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 1 1 7 89
An econometric panel data model of the COVID-19 pandemic 0 0 0 1 0 0 9 24
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 0 0 5 15 0 3 32 41
Causality Between Returns and Trated Volumes 0 0 0 23 0 2 11 77
Composite Likelihood for Stochastic Migration Model with Unobserved Factor 0 0 0 13 0 0 9 22
Compound Autoregressive Models 0 0 0 83 0 0 13 293
DYNAMIC QUANTILE MODELS 0 0 1 412 0 1 21 828
Digital Adoption and Cyber Security: An Analysis of Canadian Businesses 0 0 0 9 1 2 21 27
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey 0 0 0 10 0 4 17 40
Dynamic Factor Models 0 0 1 41 1 2 19 141
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 0 258 0 0 14 2,376
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 1 3 10 344
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 0 0 16 895
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 0 0 1 1,393 0 2 18 5,814
GCov-Based Portmanteau Test 0 0 2 14 0 1 14 25
Generalized Covariance Estimator 0 0 0 23 0 2 9 42
Inference for Noisy Long Run Component Process 0 0 0 6 0 1 9 29
Intraday Functional PCA Forecasting of Cryptocurrency Returns 0 0 0 11 2 4 20 27
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 9 59
Local Likelihood Density Estimation and Value at Risk 0 0 0 33 1 2 7 99
Long Run Risk in Stationary Structural Vector Autoregressive Models 0 0 1 48 0 2 8 35
Market Time and Asset Price Movements Theory and Estimation 0 0 1 610 0 0 20 2,265
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 34 0 0 23 257
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 1 1 14 401
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 1 1 11 201
Nonlinear Autocorrelograms: An Application to Intra-Trade Durations 0 0 0 16 0 1 10 66
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models 0 0 0 66 0 2 10 41
Nonlinear Innovations and Impulse Response 0 0 0 14 0 1 24 97
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 27 0 0 11 63
Nonlinear Persistence and Copersistence 0 0 0 16 0 0 11 79
Nonlinear Persistence and Copersistence 0 0 0 55 1 3 12 164
Nonlinear innovations and impulse responses 0 0 0 290 0 0 16 1,339
Optimization of the Generalized Covariance Estimator in Noncausal Processes 1 1 1 16 2 2 14 27
Optimization of the Generalized Covariance Estimator in Noncausal Processes 1 1 1 58 1 2 13 49
Penalized Likelihood Inference with Survey Data 0 0 0 24 0 1 6 15
Persistence in Intertrade Durations 0 0 1 164 1 3 16 469
Regularized Generalized Covariance (RGCov) Estimator 0 1 3 11 0 5 23 30
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
Shrinkage Regularization for (Non)Linear Serial Dependence Test 0 0 17 17 1 2 13 13
Stationary Bubble Equilibria in Rational Expectation Models 0 0 0 0 0 0 4 12
Stationary Bubble Equilibria in Rational Expectation Models 0 1 1 35 0 2 19 127
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 0 2 596 1 3 29 3,009
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 0 1 19 386
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 0 0 0 39 0 1 8 216
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 1 1 11 21
The Ordered Qualitative Model For Credit Rating Transitions 0 0 0 520 2 2 14 1,253
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 0 0 2 717 2 4 24 1,359
The Wishart Autoregressive of Multivariate Stochastic Volatility 0 0 0 27 1 1 8 82
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 3 17 35
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 0 1 2 797 0 2 23 3,043
Truncated Maximum Likelihood and Nonparametric Tail Analysis 0 0 0 23 1 1 7 64
Total Working Papers 2 5 42 7,416 25 80 786 28,838

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Tree for Bubble Asset Modelling and Pricing 0 0 0 0 0 1 4 6
An Econometric Panel Data Model of the COVID-19 Pandemic 0 0 0 9 0 0 9 47
Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models 0 0 0 28 0 2 8 75
Autoregressive gamma processes 0 0 1 178 2 2 20 480
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 1 7 31
Composite Likelihood for Stochastic Migration Model with Unobserved Factor* 0 0 0 0 0 0 9 16
Convolution‐based filtering and forecasting: An application to WTI crude oil prices 0 0 0 4 0 0 12 31
DYNAMIC FACTOR MODELS 0 0 1 279 0 0 13 666
Digital adoption and cyber security: an analysis of canadian businesses 0 0 0 0 2 2 5 5
Dynamic deconvolution and identification of independent autoregressive sources 0 0 0 3 0 2 9 15
Dynamic quantile models 0 0 0 229 0 2 13 578
Filtering, Prediction and Simulation Methods for Noncausal Processes 0 0 1 30 0 1 13 64
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 0 3 10 373
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes 0 0 1 8 0 0 12 31
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 0 0 1 379 2 8 22 992
GCov-based portmanteau test 0 1 1 1 2 3 3 3
Generalized Covariance Estimator 0 0 2 4 0 0 19 31
Generalized covariance‐based inference for models set‐identified from independence restrictions 0 0 0 1 0 0 7 9
Granularity adjustment for default risk factor model with cohorts 0 0 0 58 0 0 15 274
Heterogeneous INAR(1) model with application to car insurance 0 0 0 202 1 3 6 458
Intra-day market activity 0 1 1 263 0 1 16 533
Intraday Functional PCA Forecasting of Cryptocurrency Returns 0 0 0 0 0 1 1 1
Intraday and daily dynamics of cryptocurrency 1 1 4 6 8 35 129 149
L-performance with an application to hedge funds 0 0 2 32 0 1 10 183
Local Likelihood Density Estimation and Value-at-Risk 0 0 0 1 0 1 9 13
Long Run Predictions 0 0 3 20 0 1 16 59
Long-run risk in stationary vector autoregressive models 0 0 1 3 0 1 14 20
Memory and infrequent breaks 0 0 0 49 0 0 16 151
Misspecification of noncausal order in autoregressive processes 0 0 0 24 0 0 11 91
Modelling common bubbles in cryptocurrency prices 0 0 3 14 0 5 34 66
Multivariate Jacobi process with application to smooth transitions 0 0 3 184 3 5 16 383
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation 0 0 0 69 2 5 20 156
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations 0 0 0 1 0 1 9 12
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity 0 0 0 14 0 4 17 59
Robust analysis of the martingale hypothesis 1 1 1 6 1 2 12 46
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 1 3 20 81
Stochastic volatility duration models 0 0 0 262 1 1 9 610
Structural Laplace Transform and Compound Autoregressive Models 0 0 1 142 1 1 7 354
Temporally Local Maximum Likelihood with Application to SIS Model 0 0 0 1 1 2 7 10
Testing for Endogeneity of Covid-19 Patient Assignments* 0 0 0 2 0 3 11 24
The Tradability Premium on the S&P 500 Index 0 0 0 9 0 1 3 42
The Wishart Autoregressive process of multivariate stochastic volatility 0 1 2 339 0 2 24 933
The ordered qualitative model for credit rating transitions 0 0 2 183 1 3 19 515
Time varying Markov process with partially observed aggregate data: An application to coronavirus 0 0 1 2 1 1 7 13
Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether 0 0 1 4 2 5 29 40
Transition model for coronavirus management 0 0 0 0 0 0 8 14
Total Journal Articles 2 5 33 3,131 31 115 708 9,094

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 7 58
Total Books 0 0 0 0 0 2 7 58

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 1 16 744
Nonlinear Persistence and Copersistence 0 0 0 0 2 16 22 23
Total Chapters 0 0 1 325 2 17 42 825

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Statistics updated 2026-10-11