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 3 8 14 125
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!) 0 0 0 13 4 7 10 24
A Note on the Vasicek’s Model with the Logistic Distribution 0 0 1 41 1 7 12 124
Analysing Cross-Currency Basis Spreads 0 0 4 100 7 11 21 324
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 0 0 1 7 6 16 24 46
Determinants of NMD Pass-Through Rates in Eurozone Countries 0 0 3 91 4 7 19 268
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 75 3 5 11 144
Estimating Default and Recovery Rate Correlations 0 0 0 60 4 5 9 115
Estimating LGD Correlation 0 0 0 119 1 3 7 315
Historical Calibration of SVJD Models with Deep Learning 0 0 0 9 0 6 11 26
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 0 1 4 41 5 6 11 70
Interest Rate Risk of Savings Accounts 0 0 1 17 0 5 9 40
Interest Rate Swap Credit Valuation Adjustment 0 0 1 93 5 7 21 272
Loss, Default, and Loss Given Default Modeling 0 0 0 223 0 1 4 460
Machine Learning Applications to Valuation of Options on Non-liquid Markets 0 0 6 14 2 6 22 40
Recovery process optimization using survival regression 0 0 0 13 2 3 4 31
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 0 0 4 33 3 7 12 99
Survival Analysis in LGD Modeling 1 1 3 408 8 11 23 1,039
Valuation of Convexity Related Derivatives 0 0 2 149 5 6 8 400
Total Working Papers 1 2 33 1,554 63 127 252 3,962

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 2 3 6 47
Copula-based trading of cointegrated cryptocurrency Pairs 2 3 15 15 27 74 112 126
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 0 1 4 8 4 6 11 41
Estimating Correlated Jumps and Stochastic Volatilities 0 0 0 29 3 3 5 100
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 0 1 35 11 17 24 140
Exposure at Default Modeling with Default Intensities 0 0 0 45 2 3 4 131
Impact of Implementation of IFRS 9 on Czech Banking Sector 0 2 2 9 1 5 9 31
Interest Rate Sensitivity of Savings Accounts 0 0 5 17 5 11 25 61
Konstrukce výnosových křivek v pokrizovém období 0 0 1 54 5 9 11 144
On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model 0 0 0 73 4 5 5 269
Recovery process optimization using survival regression 0 0 0 4 4 6 8 26
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 2 2 5 34
Survival Analysis in LGD Modeling 0 0 2 40 1 2 5 121
Unexpected Recovery Risk and LGD Discount Rate Determination 0 0 2 67 4 6 12 234
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 10 10 11 79
Valuation of Convexity Related Interest Rate Derivatives 0 0 1 42 6 8 10 210
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 0 33 1 2 2 140
Total Journal Articles 2 6 35 504 92 172 265 1,934
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 5 6 12 54
Derivatives 0 0 0 1 6 6 14 52
Total Books 0 0 0 1 11 12 26 106

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 6 14 17 42
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 0 0 2 5
Forwards and Futures 0 0 0 0 3 4 7 25
IFRS 9 – Implications on Procyclicality 0 0 0 2 2 10 21 50
Interest Rate Derivatives 0 0 0 1 0 0 4 16
Interest Rate Models 0 0 0 0 0 1 5 22
Introduction 0 0 0 0 4 4 6 10
Market Risk Measurement and Management 0 0 0 0 2 2 6 32
Option Markets, Valuation, and Hedging 0 0 0 0 2 2 3 17
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 4 6 7 27
Total Chapters 0 0 0 3 23 43 78 246

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Statistics updated 2026-02-12