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 1 10 88
An econometric panel data model of the COVID-19 pandemic 0 0 0 1 0 2 10 24
Causality Between Returns and Trated Volumes 0 0 0 23 1 5 15 75
Composite Likelihood for Stochastic Migration Model with Unobserved Factor 0 0 0 13 0 3 9 22
Compound Autoregressive Models 0 0 0 83 0 5 13 293
DYNAMIC QUANTILE MODELS 0 0 1 412 0 2 21 827
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey 0 0 0 10 2 6 14 36
Dynamic Factor Models 0 0 2 41 0 2 19 139
Filtering and Prediction in Noncausal Processes 0 0 0 180 0 1 3 207
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 1 3 10 341
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 258 0 4 15 2,376
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 1 6 19 895
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 0 0 1 1,393 2 6 17 5,812
GCov-Based Portmanteau Test 0 1 2 14 0 1 13 24
Generalized Covariance Estimator 0 0 0 23 3 3 10 40
Inference for Noisy Long Run Component Process 0 0 0 6 0 3 11 28
Kernel Autocorrelogram for Time Deformed Processes 0 0 0 165 0 3 11 1,538
L-performance with an application to hedge funds 0 0 0 0 1 2 6 56
Local Likelihood Density Estimation and Value at Risk 0 0 0 33 0 2 7 97
Long Run Risk in Stationary Structural Vector Autoregressive Models 0 0 1 48 1 1 6 33
Market Time and Asset Price Movements Theory and Estimation 1 1 1 610 2 6 21 2,265
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 34 1 7 23 257
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 0 3 13 400
Misspecification of Causal and Noncausal Orders in Autoregressive Processes 0 0 0 46 0 1 8 139
Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives 0 0 1 48 1 1 11 200
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 1 1 9 39
Nonlinear Innovations and Impulse Response 0 0 0 14 1 8 24 96
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 27 0 2 11 63
Nonlinear Persistence and Copersistence 0 0 0 16 1 3 11 79
Nonlinear Persistence and Copersistence 0 0 0 55 2 5 12 161
Nonlinear innovations and impulse responses 0 0 0 290 1 4 16 1,339
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 15 0 4 12 25
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 57 2 4 12 47
Penalized Likelihood Inference with Survey Data 0 0 0 24 0 1 5 14
Persistence in Intertrade Durations 1 1 1 164 1 7 14 466
Robust Analysis of the Martingale Hypothesis 0 0 0 11 0 4 13 66
Semi-Parametric Estimation of Noncausal Vector Autoregression 0 0 0 60 0 1 9 164
Stationary Bubble Equilibria in Rational Expectation Models 0 0 1 34 1 2 18 125
Stationary Bubble Equilibria in Rational Expectation Models 0 0 0 0 0 0 4 12
Stochastic Volatility Duration Models 0 0 0 38 0 2 10 130
Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects 0 2 4 596 2 15 28 3,006
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 0 5 21 385
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 0 0 0 39 0 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 1 11 20
The Ordered Qualitative Model For Credit Rating Transitions 0 0 0 520 1 3 12 1,251
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 0 0 2 717 0 6 24 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 0 3 15 32
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 1 1 1 796 1 7 21 3,041
Truncated Maximum Likelihood and Nonparametric Tail Analysis 0 0 0 23 0 2 6 63
Total Working Papers 3 6 18 7,349 30 181 666 28,636

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 6 73
Autoregressive gamma processes 0 0 2 178 3 9 23 478
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 1 4 9 16
Convolution‐based filtering and forecasting: An application to WTI crude oil prices 0 0 0 4 0 4 13 31
DYNAMIC FACTOR MODELS 0 0 1 279 0 1 13 666
Dynamic deconvolution and identification of independent autoregressive sources 0 0 0 3 0 2 8 13
Dynamic quantile models 0 0 0 229 3 5 14 576
Filtering, Prediction and Simulation Methods for Noncausal Processes 0 1 1 30 1 5 12 63
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 1 2 7 370
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes 0 0 1 8 0 2 13 31
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 0 0 1 379 1 6 14 984
Generalized Covariance Estimator 0 0 3 4 0 1 23 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 0 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 2 17 532
L-performance with an application to hedge funds 0 1 2 32 0 2 9 182
Local Likelihood Density Estimation and Value-at-Risk 0 0 0 1 0 4 8 12
Long Run Predictions 1 1 3 20 1 5 15 58
Memory and infrequent breaks 0 0 0 49 1 2 17 151
Misspecification of noncausal order in autoregressive processes 0 0 1 24 0 4 12 91
Modelling common bubbles in cryptocurrency prices 2 2 3 14 2 10 32 61
Multivariate Jacobi process with application to smooth transitions 0 3 3 184 1 7 11 378
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation 0 0 0 69 1 3 16 151
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations 0 0 0 1 0 3 8 11
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity 0 0 1 14 0 3 15 55
Robust analysis of the martingale hypothesis 0 0 1 5 0 2 12 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 0 2 21 78
Stochastic volatility duration models 0 0 0 262 1 5 10 609
Structural Laplace Transform and Compound Autoregressive Models 0 0 1 142 0 2 7 353
Temporally Local Maximum Likelihood with Application to SIS Model 0 0 0 1 1 2 5 8
Testing for Endogeneity of Covid-19 Patient Assignments* 0 0 0 2 1 2 9 21
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 4 26 931
The ordered qualitative model for credit rating transitions 1 1 2 183 4 5 19 512
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 8 25 35
Transition model for coronavirus management 0 0 0 0 0 2 8 14
Total Journal Articles 4 9 31 3,118 25 139 536 8,838

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 1 5 56
Total Books 0 0 0 0 0 1 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 2 16 743
Nonlinear Persistence and Copersistence 0 0 0 0 0 1 7 7
Total Chapters 0 0 1 325 0 4 27 808

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10