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 3 48 2 2 10 117
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!) 0 0 1 13 0 1 4 15
A Note on the Vasicek’s Model with the Logistic Distribution 0 0 2 41 0 0 9 117
Analysing Cross-Currency Basis Spreads 2 2 7 100 2 3 17 312
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 1 1 2 7 3 4 8 28
Determinants of NMD Pass-Through Rates in Eurozone Countries 1 1 4 91 2 3 14 257
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 75 0 1 4 136
Estimating Default and Recovery Rate Correlations 0 0 4 60 0 0 7 108
Estimating LGD Correlation 0 0 2 119 0 0 5 311
Historical Calibration of SVJD Models with Deep Learning 0 0 0 9 3 3 6 20
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 0 0 6 40 0 1 9 64
Interest Rate Risk of Savings Accounts 0 0 1 17 0 0 4 33
Interest Rate Swap Credit Valuation Adjustment 0 1 2 93 0 6 14 264
Loss, Default, and Loss Given Default Modeling 0 0 1 223 1 1 4 459
Machine Learning Applications to Valuation of Options on Non-liquid Markets 0 0 5 11 0 2 14 28
Recovery process optimization using survival regression 0 0 1 13 0 0 3 27
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 1 2 3 32 1 2 5 91
Survival Analysis in LGD Modeling 0 0 3 407 2 2 16 1,025
Valuation of Convexity Related Derivatives 0 0 2 149 0 0 2 394
Total Working Papers 5 7 50 1,548 16 31 155 3,806

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 1 3 12 0 1 4 44
Copula-based trading of cointegrated cryptocurrency Pairs 2 3 10 10 9 17 47 47
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 1 1 3 6 2 3 7 34
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 29 0 0 3 97
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 1 1 1 35 2 3 8 123
Exposure at Default Modeling with Default Intensities 0 0 1 45 1 1 2 128
Impact of Implementation of IFRS 9 on Czech Banking Sector 0 0 1 7 0 2 5 26
Interest Rate Sensitivity of Savings Accounts 0 0 7 16 1 4 17 49
Konstrukce výnosových křivek v pokrizovém období 0 0 1 54 0 1 4 135
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 1 3 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 1 1 3 40 1 2 5 119
Unexpected Recovery Risk and LGD Discount Rate Determination 0 0 3 67 0 2 9 227
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 1 1 69
Valuation of Convexity Related Interest Rate Derivatives 0 1 1 42 0 1 4 202
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 0 33 0 0 0 138
Total Journal Articles 5 8 35 494 16 39 123 1,754
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 2 8 47
Derivatives 0 0 0 1 0 1 10 44
Total Books 0 0 0 1 0 3 18 91

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 1 1 11 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 0 5 20
IFRS 9 – Implications on Procyclicality 0 0 0 2 0 4 15 40
Interest Rate Derivatives 0 0 0 1 0 0 4 15
Interest Rate Models 0 0 0 0 1 2 4 21
Introduction 0 0 0 0 0 0 2 5
Market Risk Measurement and Management 0 0 0 0 0 1 5 30
Option Markets, Valuation, and Hedging 0 0 0 0 0 0 2 15
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 0 1 1 21
Total Chapters 0 0 0 3 2 9 51 200

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06