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 1 1 2 47 3 3 9 114
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 5 14
A Note on the Vasicek’s Model with the Logistic Distribution 1 2 2 41 3 5 9 115
Analysing Cross-Currency Basis Spreads 0 2 5 96 2 8 16 305
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 0 1 2 6 2 4 9 24
Determinants of NMD Pass-Through Rates in Eurozone Countries 0 0 14 88 2 3 48 251
Estimating Correlated Jumps and Stochastic Volatilities 1 1 1 75 1 2 2 134
Estimating Default and Recovery Rate Correlations 0 1 5 60 1 3 11 107
Estimating LGD Correlation 0 1 2 119 1 2 4 309
Historical Calibration of SVJD Models with Deep Learning 0 0 2 9 0 1 7 15
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 2 3 7 39 2 3 10 61
Interest Rate Risk of Savings Accounts 0 0 2 16 0 0 4 31
Interest Rate Swap Credit Valuation Adjustment 0 0 2 92 2 2 15 253
Loss, Default, and Loss Given Default Modeling 0 0 2 223 1 1 3 457
Machine Learning Applications to Valuation of Options on Non-liquid Markets 0 1 5 8 2 4 12 20
Recovery process optimization using survival regression 0 0 1 13 0 2 4 27
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 0 0 3 29 0 0 9 87
Survival Analysis in LGD Modeling 1 1 7 406 2 5 20 1,018
Valuation of Convexity Related Derivatives 1 1 1 148 1 1 1 393
Total Working Papers 7 15 66 1,528 25 50 198 3,735

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 1 10 0 0 1 41
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 1 1 3 5 1 1 20 31
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 29 2 2 4 97
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 0 0 34 2 2 4 118
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 1 1 2 23
Interest Rate Sensitivity of Savings Accounts 1 3 7 13 2 4 15 38
Konstrukce výnosových křivek v pokrizovém období 0 0 1 53 0 2 4 133
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 2 4 0 0 3 18
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 1 6 2 3 4 31
Survival Analysis in LGD Modeling 0 0 3 38 0 0 5 116
Unexpected Recovery Risk and LGD Discount Rate Determination 1 1 2 66 1 3 5 223
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 0 0 68
Valuation of Convexity Related Interest Rate Derivatives 0 0 0 41 0 2 2 200
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 1 33 0 0 1 138
Total Journal Articles 3 5 24 472 11 20 72 1,666
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 4 11 44
Derivatives 0 0 0 1 0 0 9 38
Total Books 0 0 0 1 2 4 20 82

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 2 8 12 27
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 1 1 1 4
Forwards and Futures 0 0 0 0 1 2 5 19
IFRS 9 – Implications on Procyclicality 0 0 0 2 0 2 11 29
Interest Rate Derivatives 0 0 1 1 0 1 4 12
Interest Rate Models 0 0 0 0 1 1 7 18
Introduction 0 0 0 0 1 1 3 5
Market Risk Measurement and Management 0 0 0 0 1 1 8 27
Option Markets, Valuation, and Hedging 0 0 0 0 1 1 4 15
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 0 0 2 20
Total Chapters 0 0 1 3 8 18 57 176

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Statistics updated 2025-03-03