Access Statistics for Jiří Witzany

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 Bayesian Approach to Backtest Overfitting 0 0 2 48 2 4 8 119
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!) 0 0 0 13 2 4 6 19
A Note on the Vasicek’s Model with the Logistic Distribution 0 0 2 41 0 0 7 117
Analysing Cross-Currency Basis Spreads 0 2 6 100 2 5 18 315
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 0 1 2 7 4 9 14 34
Determinants of NMD Pass-Through Rates in Eurozone Countries 0 1 3 91 1 7 14 262
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 75 1 4 8 140
Estimating Default and Recovery Rate Correlations 0 0 1 60 0 2 6 110
Estimating LGD Correlation 0 0 1 119 0 1 5 312
Historical Calibration of SVJD Models with Deep Learning 0 0 0 9 2 5 8 22
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 0 0 4 40 0 0 6 64
Interest Rate Risk of Savings Accounts 0 0 1 17 1 3 5 36
Interest Rate Swap Credit Valuation Adjustment 0 0 1 93 0 1 14 265
Loss, Default, and Loss Given Default Modeling 0 0 0 223 0 1 3 459
Machine Learning Applications to Valuation of Options on Non-liquid Markets 0 3 7 14 2 8 20 36
Recovery process optimization using survival regression 0 0 0 13 0 1 3 28
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 0 2 4 33 2 4 7 94
Survival Analysis in LGD Modeling 0 0 2 407 1 6 16 1,029
Valuation of Convexity Related Derivatives 0 0 2 149 0 0 2 394
Total Working Papers 0 9 39 1,552 20 65 170 3,855

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Measurement of Backtest Overfitting 0 0 2 12 0 0 3 44
Copula-based trading of cointegrated cryptocurrency Pairs 0 4 12 12 11 25 63 63
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 1 3 4 8 1 4 6 36
Estimating Correlated Jumps and Stochastic Volatilities 0 0 0 29 0 0 2 97
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 1 1 35 2 4 9 125
Exposure at Default Modeling with Default Intensities 0 0 0 45 0 1 1 128
Impact of Implementation of IFRS 9 on Czech Banking Sector 1 1 1 8 1 1 5 27
Interest Rate Sensitivity of Savings Accounts 0 1 7 17 0 2 16 50
Konstrukce výnosových křivek v pokrizovém období 0 0 1 54 1 1 5 136
On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model 0 0 0 73 0 0 0 264
Recovery process optimization using survival regression 0 0 0 4 0 0 2 20
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 0 0 4 32
Survival Analysis in LGD Modeling 0 1 2 40 1 2 4 120
Unexpected Recovery Risk and LGD Discount Rate Determination 0 0 2 67 2 3 10 230
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 0 1 69
Valuation of Convexity Related Interest Rate Derivatives 0 0 1 42 0 0 4 202
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 0 33 1 1 1 139
Total Journal Articles 2 11 33 500 20 44 136 1,782
5 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit Risk Management 0 0 0 0 0 1 8 48
Derivatives 0 0 0 1 0 2 8 46
Total Books 0 0 0 1 0 3 16 94

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does IFRS 9 Increase Volatility of Loan Loss Provisions? 0 0 0 0 0 1 9 28
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 0 0 2 5
Forwards and Futures 0 0 0 0 0 1 4 21
IFRS 9 – Implications on Procyclicality 0 0 0 2 2 2 15 42
Interest Rate Derivatives 0 0 0 1 0 1 5 16
Interest Rate Models 0 0 0 0 1 2 5 22
Introduction 0 0 0 0 0 1 2 6
Market Risk Measurement and Management 0 0 0 0 0 0 4 30
Option Markets, Valuation, and Hedging 0 0 0 0 0 0 1 15
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 0 0 1 21
Total Chapters 0 0 0 3 3 8 48 206

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Statistics updated 2025-12-06