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 1 78
An econometric panel data model of the COVID-19 pandemic 0 0 0 1 0 1 4 14
Causality Between Returns and Trated Volumes 0 0 0 23 0 0 1 60
Composite Likelihood for Stochastic Migration Model with Unobserved Factor 0 1 2 13 0 2 7 13
Compound Autoregressive Models 0 0 1 83 0 0 1 280
DYNAMIC QUANTILE MODELS 0 0 0 411 0 1 4 806
Digital Divide: Empirical Study of CIUS 2020 0 1 1 10 1 2 5 22
Dynamic Factor Models 0 0 2 39 1 1 6 120
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 0 0 0 331
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 258 0 0 1 2,361
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 0 0 3 876
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 0 0 2 1,392 0 1 5 5,795
GCov-Based Portmanteau Test 0 0 0 12 0 0 2 11
Generalized Covariance Estimator 0 0 0 23 1 1 4 30
Inference for Noisy Long Run Component Process 0 0 0 6 0 1 2 17
Kernel Autocorrelogram for Time Deformed Processes 0 0 0 165 1 1 2 1,527
L-performance with an application to hedge funds 0 0 0 0 0 0 2 50
Local Likelihood Density Estimation and Value at Risk 0 0 0 33 0 0 1 90
Long Run Risk in Stationary Structural Vector Autoregressive Models 0 0 1 47 0 0 4 27
Market Time and Asset Price Movements Theory and Estimation 0 0 0 609 0 0 4 2,244
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 0 0 1 387
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 34 0 0 3 234
Misspecification of Causal and Noncausal Orders in Autoregressive Processes 0 1 1 46 0 1 4 131
Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives 0 0 0 47 0 0 5 189
Nonlinear Autocorrelograms: An Application to Intra-Trade Durations 0 0 0 16 0 0 1 56
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models 0 0 1 66 1 1 9 30
Nonlinear Innovations and Impulse Response 0 0 1 14 0 0 3 72
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 27 0 0 1 52
Nonlinear Persistence and Copersistence 0 0 0 55 0 0 1 149
Nonlinear Persistence and Copersistence 0 0 0 16 0 0 2 68
Nonlinear innovations and impulse responses 0 0 1 290 0 0 3 1,323
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 1 1 15 1 2 4 13
Optimization of the Generalized Covariance Estimator in Noncausal Processes 1 1 3 57 1 3 9 35
Penalized Likelihood Inference with Survey Data 0 0 1 24 0 0 3 9
Persistence in Intertrade Durations 0 0 0 163 0 0 4 452
Robust Analysis of the Martingale Hypothesis 0 0 0 11 0 0 0 53
Semi-Parametric Estimation of Noncausal Vector Autoregression 0 0 1 60 0 1 4 155
Stationary Bubble Equilibria in Rational Expectation Models 0 0 0 0 0 0 2 8
Stationary Bubble Equilibria in Rational Expectation Models 1 1 3 33 2 3 9 107
Stochastic Volatility Duration Models 0 0 1 38 0 1 2 120
Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects 0 0 0 592 0 0 2 2,978
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 1 2 7 364
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 2 3 21
Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood 0 0 0 17 0 3 4 9
The Ordered Qualitative Model For Credit Rating Transitions 0 0 0 520 0 1 3 1,239
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 1 2 4 715 1 4 7 1,331
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 1 43 0 0 2 53
Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether 0 0 0 19 0 0 2 17
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 1 2 2 57
Total Working Papers 3 8 28 7,331 12 37 166 27,970

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 1 1 9 0 2 3 37
Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models 0 0 1 28 2 2 5 67
Autoregressive gamma processes 0 0 2 176 0 1 3 455
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 0 2 164
Causality between Returns and Traded Volumes 0 0 0 3 0 0 1 22
Composite Likelihood for Stochastic Migration Model with Unobserved Factor* 0 0 0 0 0 1 7 7
Convolution‐based filtering and forecasting: An application to WTI crude oil prices 0 0 0 4 1 3 5 18
DYNAMIC FACTOR MODELS 0 1 3 278 0 2 7 653
Dynamic deconvolution and identification of independent autoregressive sources 1 1 1 3 1 1 1 5
Dynamic quantile models 0 0 2 229 0 0 6 562
Filtering, Prediction and Simulation Methods for Noncausal Processes 0 0 8 29 0 0 10 51
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 0 2 158
First‐Order Autoregressive Processes with Heterogeneous Persistence 0 0 0 63 0 0 1 363
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes 0 0 0 7 0 0 2 18
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 0 2 3 378 0 3 6 970
Generalized Covariance Estimator 0 0 1 1 1 1 6 8
Generalized covariance‐based inference for models set‐identified from independence restrictions 0 0 0 0 0 0 1 1
Granularity adjustment for default risk factor model with cohorts 0 0 0 57 0 0 2 254
Heterogeneous INAR(1) model with application to car insurance 0 0 2 202 0 0 2 449
Intra-day market activity 0 0 3 262 0 0 5 515
L-performance with an application to hedge funds 0 0 0 30 0 0 3 173
Local Likelihood Density Estimation and Value-at-Risk 0 0 0 1 0 0 0 4
Long Run Predictions 0 0 3 17 0 2 8 43
Memory and infrequent breaks 0 0 0 49 0 0 1 134
Misspecification of noncausal order in autoregressive processes 0 0 0 23 0 1 2 79
Modelling common bubbles in cryptocurrency prices 1 2 11 11 2 7 29 29
Multivariate Jacobi process with application to smooth transitions 0 0 5 181 0 0 8 367
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation 2 2 14 69 2 3 18 135
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations 0 0 0 1 0 0 1 3
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity 0 0 3 13 0 0 5 40
Robust analysis of the martingale hypothesis 0 1 1 4 1 2 6 32
State‐space Models with Finite Dimensional Dependence 0 0 0 5 0 0 0 10
Stationary bubble equilibria in rational expectation models 0 1 3 17 0 1 9 57
Stochastic volatility duration models 0 0 2 262 0 0 6 599
Structural Laplace Transform and Compound Autoregressive Models 0 0 2 141 2 4 7 346
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 1 2 0 0 5 12
The Tradability Premium on the S&P 500 Index 0 0 1 9 0 0 2 39
The Wishart Autoregressive process of multivariate stochastic volatility 0 2 6 337 0 5 15 905
The ordered qualitative model for credit rating transitions 2 2 2 181 2 2 3 493
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 10
Transition model for coronavirus management 0 0 0 0 0 0 0 6
Total Journal Articles 6 15 81 3,087 14 44 208 8,302

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 2 54
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing 0 1 1 311 1 2 4 727
Nonlinear Persistence and Copersistence 0 0 0 0 0 0 0 0
Total Chapters 0 1 1 324 1 2 6 781

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Statistics updated 2025-07-04