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 1 4 7 136
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 165 2 7 13 393
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 4 7 184
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 3 7 12 140
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 115 0 5 14 409
Building Loss Models 0 0 0 25 0 5 7 178
Building Loss Models 0 0 0 319 0 6 10 1,438
Building loss models 0 0 0 7 0 4 10 56
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 1 1 372 1 13 16 863
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 0 175 1 10 16 361
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 2 6 247
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 1 7 8 166
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 1 5 15 238
Inference for Markov-regime switching models of electricity spot prices 0 0 1 225 0 6 12 506
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 3 7 8 45
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 1 7 9 208
Modelling energy forward prices 0 0 0 24 0 3 7 88
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 1 3 7 215
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 2 2 2 120 3 8 9 296
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 0 6 11 133
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 6 12 19 435
Total Working Papers 2 3 8 2,379 24 131 223 6,735

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment 0 0 1 1 0 4 7 10
ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation 0 0 0 2 2 7 10 21
An empirical comparison of alternate regime-switching models for electricity spot prices 1 2 10 106 1 8 26 313
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 2 4 8
Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study 0 0 8 33 3 9 29 83
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 1 1 65 0 9 14 167
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 0 0 0 0 4 7 7
From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case 0 0 0 2 1 5 13 22
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 0 3 4 108
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 2 8 16 492
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 2 3 10 16 26
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 0 5 8 32
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 3 24 1 8 20 91
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 1 1 2 0 1 6 8
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 0 4 9 26
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 0 3 4 37
Total Journal Articles 1 4 29 431 13 90 193 1,451

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 0 4 201 1 9 17 577
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 1 4 14 619
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 0 178 3 10 23 748
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 1 2 389 3 11 16 1,225
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 0 642 2 4 9 1,588
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 307 2 4 7 704
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 1 235 2 7 9 594
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 1 2 6 438 2 11 17 922
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 1 6 369 0 7 31 762
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 1 1 1 274 2 5 8 690
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 1 2 258 1 4 10 550
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 1 1 1 182 2 7 8 469
Total Software Items 3 7 25 3,637 21 83 169 9,448

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Statistics updated 2026-03-04