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 1 49 4 10 43 158
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!) 1 1 2 15 1 1 18 33
A Note on the Vasicek’s Model with the Logistic Distribution 0 1 1 42 0 1 17 134
Analysing Cross-Currency Basis Spreads 0 0 4 102 1 1 44 354
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 0 0 2 8 1 1 34 59
Determinants of NMD Pass-Through Rates in Eurozone Countries 0 0 3 93 3 4 25 280
Estimating Correlated Jumps and Stochastic Volatilities 0 1 1 76 0 2 17 153
Estimating Default and Recovery Rate Correlations 0 0 0 60 0 0 16 124
Estimating LGD Correlation 0 0 0 119 0 0 8 319
Historical Calibration of SVJD Models with Deep Learning 0 0 0 9 1 3 17 34
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 0 1 2 42 0 3 11 75
Interest Rate Risk of Savings Accounts 0 0 0 17 1 1 14 47
Interest Rate Swap Credit Valuation Adjustment 0 1 1 94 0 1 12 276
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 3 14 0 1 18 46
Recovery process optimization using survival regression 1 1 1 14 1 1 11 38
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 0 0 3 34 0 2 17 107
Survival Analysis in LGD Modeling 0 0 2 409 1 2 29 1,052
Valuation of Convexity Related Derivatives 0 0 0 149 0 0 13 407
Total Working Papers 3 7 27 1,570 14 34 367 4,157

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 13 1 2 22 66
Copula-based trading of cointegrated cryptocurrency Pairs 2 2 15 23 5 27 186 224
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 1 2 8 13 2 9 39 71
Estimating Correlated Jumps and Stochastic Volatilities 0 0 0 29 0 3 7 104
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 0 2 36 0 2 28 149
Exposure at Default Modeling with Default Intensities 0 0 0 45 0 0 5 132
Impact of Implementation of IFRS 9 on Czech Banking Sector 0 0 2 9 0 3 11 37
Interest Rate Sensitivity of Savings Accounts 0 0 2 18 0 1 25 73
Konstrukce výnosových křivek v pokrizovém období 0 0 0 54 0 0 11 146
On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model 0 0 0 73 0 0 8 272
Recovery process optimization using survival regression 0 0 1 5 1 1 13 33
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 0 1 7 39
Survival Analysis in LGD Modeling 0 0 1 40 0 0 6 124
Unexpected Recovery Risk and LGD Discount Rate Determination 0 0 0 67 0 0 14 241
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 1 14 83
Valuation of Convexity Related Interest Rate Derivatives 0 0 0 42 0 0 14 216
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 0 33 0 1 4 142
Total Journal Articles 3 4 32 521 9 51 414 2,152
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 4 21 68
Derivatives 0 0 0 1 1 1 11 55
Total Books 0 0 0 1 1 5 32 123

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 1 22 49
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 0 0 3 8
Forwards and Futures 0 0 0 0 1 1 6 26
IFRS 9 – Implications on Procyclicality 0 0 0 2 0 0 13 53
Interest Rate Derivatives 0 0 0 1 1 1 3 18
Interest Rate Models 0 0 0 0 0 0 5 25
Introduction 0 0 1 1 0 0 6 11
Market Risk Measurement and Management 0 0 0 0 1 1 4 34
Option Markets, Valuation, and Hedging 0 0 0 0 1 2 5 20
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 0 0 7 28
Total Chapters 0 0 1 4 4 6 74 272

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Statistics updated 2026-09-10