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 0 9 24
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 0 0 10 15 2 3 34 41
Causality Between Returns and Trated Volumes 0 0 0 23 2 3 15 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 1 21 26
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey 0 0 0 10 3 6 17 40
Dynamic Factor Models 0 0 2 41 1 1 19 140
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 2 3 10 343
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 0 117 0 1 18 895
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 0 0 1 1,393 2 4 18 5,814
GCov-Based Portmanteau Test 0 0 2 14 1 1 14 25
Generalized Covariance Estimator 0 0 0 23 1 5 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 1 11 2 4 19 25
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 8 58
Local Likelihood Density Estimation and Value at Risk 0 0 0 33 1 1 6 98
Long Run Risk in Stationary Structural Vector Autoregressive Models 0 0 1 48 1 3 8 35
Market Time and Asset Price Movements Theory and Estimation 0 1 1 610 0 2 20 2,265
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 34 0 1 23 257
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 0 0 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 1 1 10 66
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models 0 0 0 66 2 3 11 41
Nonlinear Innovations and Impulse Response 0 0 0 14 1 2 24 97
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 12 163
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 0 12 25
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 57 1 3 12 48
Penalized Likelihood Inference with Survey Data 0 0 0 24 1 1 6 15
Persistence in Intertrade Durations 0 1 1 164 2 3 15 468
Regularized Generalized Covariance (RGCov) Estimator 0 1 3 11 2 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 1 12 12
Stationary Bubble Equilibria in Rational Expectation Models 0 1 1 35 1 3 19 127
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 0 2 596 1 4 28 3,008
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 1 1 19 386
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 0 0 0 39 1 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 0 0 10 20
The Ordered Qualitative Model For Credit Rating Transitions 0 0 0 520 0 1 12 1,251
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 0 0 2 717 2 2 22 1,357
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 16 34
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 0 2 2 797 1 3 23 3,043
Truncated Maximum Likelihood and Nonparametric Tail Analysis 0 0 0 23 0 0 6 63
Total Working Papers 0 6 47 7,414 40 87 777 28,813

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 2 2 8 75
Autoregressive gamma processes 0 0 1 178 0 3 19 478
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 1 1 8 31
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 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 0 1 3 3
Dynamic deconvolution and identification of independent autoregressive sources 0 0 0 3 0 2 9 15
Dynamic quantile models 0 0 0 229 1 5 13 578
Filtering, Prediction and Simulation Methods for Noncausal Processes 0 0 1 30 1 2 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 4 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 5 7 20 990
GCov-based portmanteau test 1 1 1 1 1 1 1 1
Generalized Covariance Estimator 0 0 2 4 0 0 20 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 1 58 0 0 18 274
Heterogeneous INAR(1) model with application to car insurance 0 0 0 202 1 2 6 457
Intra-day market activity 1 1 1 263 1 1 17 533
Intraday Functional PCA Forecasting of Cryptocurrency Returns 0 0 0 0 0 1 1 1
Intraday and daily dynamics of cryptocurrency 0 0 3 5 6 28 127 141
L-performance with an application to hedge funds 0 0 2 32 1 1 10 183
Local Likelihood Density Estimation and Value-at-Risk 0 0 0 1 1 1 9 13
Long Run Predictions 0 1 3 20 1 2 16 59
Long-run risk in stationary vector autoregressive models 0 0 1 3 1 1 14 20
Memory and infrequent breaks 0 0 0 49 0 1 16 151
Misspecification of noncausal order in autoregressive processes 0 0 0 24 0 0 11 91
Modelling common bubbles in cryptocurrency prices 0 2 3 14 3 7 35 66
Multivariate Jacobi process with application to smooth transitions 0 0 3 184 1 3 13 380
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation 0 0 0 69 1 4 18 154
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations 0 0 0 1 1 1 9 12
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity 0 0 0 14 3 4 17 59
Robust analysis of the martingale hypothesis 0 0 1 5 0 1 12 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 2 2 20 80
Stochastic volatility duration models 0 0 0 262 0 1 8 609
Structural Laplace Transform and Compound Autoregressive Models 0 0 1 142 0 0 6 353
Temporally Local Maximum Likelihood with Application to SIS Model 0 0 0 1 0 2 6 9
Testing for Endogeneity of Covid-19 Patient Assignments* 0 0 0 2 1 4 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 3 27 933
The ordered qualitative model for credit rating transitions 0 1 2 183 1 6 19 514
Time varying Markov process with partially observed aggregate data: An application to coronavirus 0 0 1 2 0 0 6 12
Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether 0 0 1 4 2 4 28 38
Transition model for coronavirus management 0 0 0 0 0 0 8 14
Total Journal Articles 2 7 33 3,129 38 111 699 9,063

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 2 7 58
Total Books 0 0 0 0 1 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 1 1 16 744
Nonlinear Persistence and Copersistence 0 0 0 0 14 14 20 21
Total Chapters 0 0 1 325 15 15 40 823

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Statistics updated 2026-09-10