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 1 3 48 0 1 9 115
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!) 0 0 1 13 0 0 3 14
A Note on the Vasicek’s Model with the Logistic Distribution 0 0 2 41 1 2 9 117
Analysing Cross-Currency Basis Spreads 1 2 5 98 2 3 14 309
Copula-Based Trading of Cointegrated Cryptocurrency Pairs 0 0 1 6 0 0 5 24
Determinants of NMD Pass-Through Rates in Eurozone Countries 0 0 5 90 0 0 22 254
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 75 1 1 3 135
Estimating Default and Recovery Rate Correlations 0 0 4 60 0 1 9 108
Estimating LGD Correlation 0 0 2 119 0 1 6 311
Historical Calibration of SVJD Models with Deep Learning 0 0 1 9 0 2 7 17
IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES 1 1 7 40 2 2 9 63
Interest Rate Risk of Savings Accounts 0 0 1 17 1 1 4 33
Interest Rate Swap Credit Valuation Adjustment 0 0 1 92 3 5 13 258
Loss, Default, and Loss Given Default Modeling 0 0 1 223 0 1 3 458
Machine Learning Applications to Valuation of Options on Non-liquid Markets 2 3 6 11 3 5 14 26
Recovery process optimization using survival regression 0 0 1 13 0 0 4 27
Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations 1 1 3 30 1 2 7 89
Survival Analysis in LGD Modeling 0 0 5 407 0 1 20 1,023
Valuation of Convexity Related Derivatives 0 1 2 149 0 1 2 394
Total Working Papers 5 9 52 1,541 14 29 163 3,775

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 11 0 2 3 43
Copula-based trading of cointegrated cryptocurrency Pairs 2 6 7 7 6 13 30 30
Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries 0 0 3 5 0 0 9 31
Estimating Correlated Jumps and Stochastic Volatilities 0 0 1 29 0 0 4 97
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 0 0 34 0 2 6 120
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 3 24
Interest Rate Sensitivity of Savings Accounts 1 2 7 16 1 5 15 45
Konstrukce výnosových křivek v pokrizovém období 0 1 1 54 0 1 3 134
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 1 4 0 1 3 19
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 1 6 0 1 5 32
Survival Analysis in LGD Modeling 0 0 2 39 0 0 4 117
Unexpected Recovery Risk and LGD Discount Rate Determination 0 1 3 67 1 2 7 225
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 1 3 201
Valuation of volatility sensitive interest rate derivatives in an emerging market 0 0 0 33 0 0 0 138
Total Journal Articles 3 11 30 486 9 29 97 1,715
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 1 8 45
Derivatives 0 0 0 1 1 4 12 43
Total Books 0 0 0 1 1 5 20 88

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 12 27
Exotic Options, Volatility Smile, and Alternative Stochastic Models 0 0 0 0 1 1 2 5
Forwards and Futures 0 0 0 0 0 1 6 20
IFRS 9 – Implications on Procyclicality 0 0 0 2 2 5 14 36
Interest Rate Derivatives 0 0 1 1 1 3 6 15
Interest Rate Models 0 0 0 0 0 1 5 19
Introduction 0 0 0 0 0 0 3 5
Market Risk Measurement and Management 0 0 0 0 0 1 5 29
Option Markets, Valuation, and Hedging 0 0 0 0 0 0 4 15
Stochastic Interest Rates and the Standard Market Model 0 0 0 0 0 0 1 20
Total Chapters 0 0 1 3 4 12 58 191

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Statistics updated 2025-07-04