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 0 48 8 20 33 148
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!) 0 1 1 14 0 5 18 32
A Note on the Vasicek’s Model with the Logistic Distribution 0 0 0 41 4 9 17 133
Analysing Cross-Currency Basis Spreads 0 2 5 102 1 24 46 353
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 1 1 2 8 2 9 34 58
Determinants of NMD Pass-Through Rates in Eurozone Countries 1 1 3 93 1 4 22 276
Estimating Correlated Jumps and Stochastic Volatilities 0 0 0 75 1 5 17 151
Estimating Default and Recovery Rate Correlations 0 0 0 60 1 4 16 124
Estimating LGD Correlation 0 0 0 119 0 3 8 319
Historical Calibration of SVJD Models with Deep Learning 0 0 0 9 1 4 14 31
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 0 0 2 41 0 1 11 72
Interest Rate Risk of Savings Accounts 0 0 0 17 2 3 14 46
Interest Rate Swap Credit Valuation Adjustment 0 0 1 93 2 3 20 275
Loss, Default, and Loss Given Default Modeling 0 0 1 224 0 0 3 461
Machine Learning Applications to Valuation of Options on Non-liquid Markets 0 0 5 14 0 5 22 45
Recovery process optimization using survival regression 0 0 0 13 1 6 10 37
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 0 1 5 34 0 3 17 105
Survival Analysis in LGD Modeling 0 1 2 409 1 6 27 1,050
Valuation of Convexity Related Derivatives 0 0 0 149 1 6 13 407
Total Working Papers 2 7 27 1,563 26 120 362 4,123

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 2 13 0 16 21 64
Copula-based trading of cointegrated cryptocurrency Pairs 1 4 16 21 13 56 173 197
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 2 2 6 11 2 18 31 62
Estimating Correlated Jumps and Stochastic Volatilities 0 0 0 29 0 1 4 101
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 1 2 36 2 6 27 147
Exposure at Default Modeling with Default Intensities 0 0 0 45 0 1 5 132
Impact of Implementation of IFRS 9 on Czech Banking Sector 0 0 2 9 1 3 11 34
Interest Rate Sensitivity of Savings Accounts 1 1 3 18 2 6 28 72
Konstrukce výnosových křivek v pokrizovém období 0 0 0 54 0 2 12 146
On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model 0 0 0 73 0 3 8 272
Recovery process optimization using survival regression 1 1 1 5 2 4 13 32
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 2 4 6 38
Survival Analysis in LGD Modeling 0 0 1 40 1 2 7 124
Unexpected Recovery Risk and LGD Discount Rate Determination 0 0 0 67 0 7 17 241
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 2 14 82
Valuation of Convexity Related Interest Rate Derivatives 0 0 1 42 1 6 15 216
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 0 33 0 1 3 141
Total Journal Articles 5 10 34 517 26 138 395 2,101
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 2 10 19 64
Derivatives 0 0 0 1 0 0 12 54
Total Books 0 0 0 1 2 10 31 118

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 4 5 21 48
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 1 3 4 8
Forwards and Futures 0 0 0 0 0 0 5 25
IFRS 9 – Implications on Procyclicality 0 0 0 2 1 2 19 53
Interest Rate Derivatives 0 0 0 1 1 1 3 17
Interest Rate Models 0 0 0 0 0 3 6 25
Introduction 0 1 1 1 0 1 6 11
Market Risk Measurement and Management 0 0 0 0 0 1 4 33
Option Markets, Valuation, and Hedging 0 0 0 0 0 1 3 18
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 0 0 8 28
Total Chapters 0 1 1 4 7 17 79 266

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Statistics updated 2026-06-04