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 3 6 83
An econometric panel data model of the COVID-19 pandemic 0 0 0 1 1 1 5 16
Causality Between Returns and Trated Volumes 0 0 0 23 0 6 7 66
Composite Likelihood for Stochastic Migration Model with Unobserved Factor 0 0 1 13 0 0 5 13
Compound Autoregressive Models 0 0 0 83 2 2 2 282
DYNAMIC QUANTILE MODELS 0 0 0 411 6 7 10 813
Digital Divide: Empirical Study of CIUS 2020 0 0 1 10 2 3 5 25
Dynamic Factor Models 0 1 2 40 0 1 7 122
Filtering and Prediction in Noncausal Processes 0 0 0 180 0 0 1 204
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 1 3 4 335
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 258 1 2 3 2,363
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 1 4 6 880
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 1 1 3 1,393 5 6 10 5,801
GCov-Based Portmanteau Test 0 0 0 12 2 2 4 13
Generalized Covariance Estimator 0 0 0 23 0 1 7 33
Inference for Noisy Long Run Component Process 0 0 0 6 1 4 6 21
Kernel Autocorrelogram for Time Deformed Processes 0 0 0 165 1 1 3 1,528
L-performance with an application to hedge funds 0 0 0 0 0 0 0 50
Local Likelihood Density Estimation and Value at Risk 0 0 0 33 1 2 4 93
Long Run Risk in Stationary Structural Vector Autoregressive Models 0 0 0 47 1 1 3 28
Market Time and Asset Price Movements Theory and Estimation 0 0 0 609 0 0 5 2,245
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 1 1 2 388
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 34 0 0 1 234
Misspecification of Causal and Noncausal Orders in Autoregressive Processes 0 0 1 46 0 0 5 132
Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives 0 0 1 48 1 1 5 191
Nonlinear Autocorrelograms: An Application to Intra-Trade Durations 0 0 0 16 1 1 2 57
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models 0 0 1 66 3 4 8 34
Nonlinear Innovations and Impulse Response 0 0 1 14 1 2 5 74
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 27 1 1 2 53
Nonlinear Persistence and Copersistence 0 0 0 55 0 3 4 152
Nonlinear Persistence and Copersistence 0 0 0 16 1 1 3 69
Nonlinear innovations and impulse responses 0 0 0 290 3 3 5 1,326
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 0 1 7 36
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 1 1 4 14
Penalized Likelihood Inference with Survey Data 0 0 1 24 0 0 2 9
Persistence in Intertrade Durations 0 0 0 163 1 2 5 454
Robust Analysis of the Martingale Hypothesis 0 0 0 11 1 1 1 54
Semi-Parametric Estimation of Noncausal Vector Autoregression 0 0 0 60 0 0 3 155
Stationary Bubble Equilibria in Rational Expectation Models 0 1 3 34 1 2 8 109
Stationary Bubble Equilibria in Rational Expectation Models 0 0 0 0 0 0 1 8
Stochastic Volatility Duration Models 0 0 1 38 0 0 2 120
Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects 0 1 2 594 1 2 5 2,981
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 1 3 8 368
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 0 0 0 39 0 0 1 208
Structural Laplace Transform and Compound Autoregressive Models 0 0 0 0 0 0 3 21
Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood 0 0 0 17 2 3 7 12
The Ordered Qualitative Model For Credit Rating Transitions 0 0 0 520 0 0 3 1,239
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 1 1 5 716 3 7 14 1,338
The Wishart Autoregressive of Multivariate Stochastic Volatility 0 0 0 27 0 0 1 74
Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus 0 0 0 43 1 1 1 54
Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether 0 0 0 19 0 0 3 18
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 0 0 0 795 0 0 2 3,020
Truncated Maximum Likelihood and Nonparametric Tail Analysis 0 0 0 23 0 0 2 57
Total Working Papers 2 5 25 7,338 50 89 228 28,073

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 1 9 2 3 6 40
Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models 0 0 1 28 0 0 4 67
Autoregressive gamma processes 0 1 3 177 1 6 9 461
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 1 1 4 166
Causality between Returns and Traded Volumes 0 0 0 3 0 1 3 24
Composite Likelihood for Stochastic Migration Model with Unobserved Factor* 0 0 0 0 1 1 8 8
Convolution‐based filtering and forecasting: An application to WTI crude oil prices 0 0 0 4 0 1 5 19
DYNAMIC FACTOR MODELS 0 0 2 278 2 2 7 655
Dynamic deconvolution and identification of independent autoregressive sources 0 0 1 3 0 1 2 6
Dynamic quantile models 0 0 1 229 1 2 6 566
Filtering, Prediction and Simulation Methods for Noncausal Processes 0 0 3 29 0 0 4 51
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 0 1 158
First‐Order Autoregressive Processes with Heterogeneous Persistence 0 0 0 63 1 1 2 364
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes 0 0 0 7 0 0 2 19
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 0 0 2 378 1 1 4 971
Generalized Covariance Estimator 1 2 3 3 2 5 10 14
Generalized covariance‐based inference for models set‐identified from independence restrictions 0 1 1 1 0 1 2 2
Granularity adjustment for default risk factor model with cohorts 0 1 1 58 0 4 5 259
Heterogeneous INAR(1) model with application to car insurance 0 0 0 202 0 2 3 452
Intra-day market activity 0 0 1 262 1 2 4 518
L-performance with an application to hedge funds 0 0 0 30 0 0 2 173
Local Likelihood Density Estimation and Value-at-Risk 0 0 0 1 0 0 0 4
Long Run Predictions 0 0 2 17 1 1 8 44
Memory and infrequent breaks 0 0 0 49 1 1 2 136
Misspecification of noncausal order in autoregressive processes 0 1 1 24 1 2 4 81
Modelling common bubbles in cryptocurrency prices 0 0 11 11 3 5 32 35
Multivariate Jacobi process with application to smooth transitions 0 0 1 181 1 1 3 368
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation 0 0 6 69 2 2 12 138
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations 0 0 0 1 1 1 2 4
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity 0 0 4 14 0 0 7 42
Robust analysis of the martingale hypothesis 0 1 2 5 0 2 6 34
State‐space Models with Finite Dimensional Dependence 0 0 0 5 0 0 0 10
Stationary bubble equilibria in rational expectation models 0 0 1 17 0 2 8 61
Stochastic volatility duration models 0 0 1 262 1 2 6 602
Structural Laplace Transform and Compound Autoregressive Models 0 0 0 141 0 1 6 347
Temporally Local Maximum Likelihood with Application to SIS Model 0 0 0 1 0 0 1 3
Testing for Endogeneity of Covid-19 Patient Assignments* 0 0 0 2 0 0 4 13
The Tradability Premium on the S&P 500 Index 0 0 0 9 1 1 2 40
The Wishart Autoregressive process of multivariate stochastic volatility 0 0 6 337 2 5 18 911
The ordered qualitative model for credit rating transitions 0 0 2 181 0 2 6 496
Time varying Markov process with partially observed aggregate data: An application to coronavirus 0 0 0 1 0 0 0 6
Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether 0 0 0 3 0 1 2 11
Transition model for coronavirus management 0 0 0 0 0 0 0 6
Total Journal Articles 1 7 57 3,095 27 63 222 8,385

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 0 1 51
Total Books 0 0 0 0 0 0 1 51

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 0 54
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing 1 1 2 312 1 2 5 729
Nonlinear Persistence and Copersistence 0 0 0 0 0 1 1 1
Total Chapters 1 1 2 325 1 3 6 784

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Statistics updated 2025-11-08