Access Statistics for Joanna Janczura

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 new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 0 5 118
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 1 164 0 3 10 370
Black swans or dragon kings? A simple test for deviations from the power law 0 0 3 112 3 3 14 376
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 67 3 3 7 165
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 40 2 2 8 120
Building Loss Models 3 10 44 304 15 49 249 1,270
Building Loss Models 0 0 2 24 1 3 10 161
Building Loss Models 0 0 2 7 0 0 8 41
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 1 13 356 4 6 28 782
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 3 5 169 0 5 16 326
Goodness-of-fit testing for regime-switching models 0 0 0 136 0 0 3 222
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 52 0 1 5 149
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 4 118 1 2 13 213
Inference for Markov-regime switching models of electricity spot prices 1 5 12 206 4 9 28 435
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 104 0 0 1 193
Modelling energy forward prices 0 0 1 22 1 2 10 65
Pricing electricity derivatives within a Markov regime-switching model 0 0 4 90 1 1 13 197
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 1 1 6 282
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 23 0 1 8 102
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 3 132 2 5 26 376
Total Working Papers 4 19 95 2,265 38 96 468 5,963


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical comparison of alternate regime-switching models for electricity spot prices 0 0 6 70 0 3 24 232
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 1 3 57 1 4 11 138
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 1 26 0 1 8 88
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 2 3 112 0 6 22 381
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 0 1 3 9 9
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 1 3 5 19 2 4 12 59
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 2 2 0 0 5 26
Total Journal Articles 1 6 20 286 4 21 91 933


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CI_POWERTAIL: MATLAB function to test for 'dragon kings' vs. 'black swans' 0 1 9 171 1 6 27 493
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 6 149 2 6 40 499
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 2 8 161 2 6 27 658
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 1 5 16 355 5 20 91 1,102
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 4 21 597 5 13 61 1,452
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 6 275 0 4 19 624
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 1 9 200 1 4 29 516
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 1 8 24 377 4 16 45 750
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 2 16 317 1 10 40 659
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 2 12 240 0 6 24 620
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 1 8 218 0 3 17 479
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 4 153 0 2 10 411
Total Software Items 2 26 139 3,213 21 96 430 8,263


Statistics updated 2020-09-04