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 0 0 8 115
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 1 9 117
Analysing Cross-Currency Basis Spreads 0 1 5 98 0 3 15 310
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 0 0 1 6 1 1 5 25
Determinants of NMD Pass-Through Rates in Eurozone Countries 0 0 5 90 1 1 15 255
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 75 1 2 4 136
Estimating Default and Recovery Rate Correlations 0 0 4 60 0 0 9 108
Estimating LGD Correlation 0 0 2 119 0 0 5 311
Historical Calibration of SVJD Models with Deep Learning 0 0 0 9 0 0 4 17
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 0 1 6 40 0 3 9 64
Interest Rate Risk of Savings Accounts 0 0 1 17 0 1 4 33
Interest Rate Swap Credit Valuation Adjustment 0 1 2 93 5 9 17 264
Loss, Default, and Loss Given Default Modeling 0 0 1 223 0 0 3 458
Machine Learning Applications to Valuation of Options on Non-liquid Markets 0 2 6 11 1 5 15 28
Recovery process optimization using survival regression 0 0 1 13 0 0 4 27
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 0 2 3 31 0 2 6 90
Survival Analysis in LGD Modeling 0 0 5 407 0 0 17 1,023
Valuation of Convexity Related Derivatives 0 0 2 149 0 0 2 394
Total Working Papers 0 7 51 1,543 9 29 155 3,790

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 1 1 3 12 1 1 4 44
Copula-based trading of cointegrated cryptocurrency Pairs 1 3 8 8 5 14 38 38
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 0 0 2 5 0 1 7 32
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 0 0 0 34 0 1 7 121
Exposure at Default Modeling with Default Intensities 0 0 1 45 0 0 2 127
Impact of Implementation of IFRS 9 on Czech Banking Sector 0 0 1 7 0 3 5 26
Interest Rate Sensitivity of Savings Accounts 0 1 7 16 1 4 16 48
Konstrukce výnosových křivek v pokrizovém období 0 0 1 54 1 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 1 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 0 0 2 39 0 1 4 118
Unexpected Recovery Risk and LGD Discount Rate Determination 0 0 3 67 2 3 9 227
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 1 1 1 69
Valuation of Convexity Related Interest Rate Derivatives 1 1 1 42 1 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 3 6 30 489 13 32 111 1,738
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 1 2 8 47
Derivatives 0 0 0 1 1 2 13 44
Total Books 0 0 0 1 2 4 21 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 0 0 11 27
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 0 1 2 5
Forwards and Futures 0 0 0 0 0 0 5 20
IFRS 9 – Implications on Procyclicality 0 0 0 2 0 6 17 40
Interest Rate Derivatives 0 0 0 1 0 1 5 15
Interest Rate Models 0 0 0 0 0 1 4 20
Introduction 0 0 0 0 0 0 3 5
Market Risk Measurement and Management 0 0 0 0 1 1 6 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 1 11 56 198

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Statistics updated 2025-09-05