Jasiak, Joann, 1963-....
Jasiak, Joann
Jasiak, Joanna
Joann Jasiak Economist (York University -> Department of Economics)
VIAF ID: 117573592 ( Personal )
Permalink: http://viaf.org/viaf/117573592
Preferred Forms
- 200 _ | ‡a Jasiak ‡b Joann ‡f 1963-....
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- 100 1 _ ‡a Jasiak, Joann (sparse)
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- 100 1 _ ‡a Jasiak, Joann ‡d 1963-
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- 100 1 _ ‡a Jasiak, Joann, ‡d 1963-
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- 100 1 _ ‡a Jasiak, Joann, ‡d 1963-....
- 100 1 _ ‡a Jasiak, Joanna
- 100 0 _ ‡a Joann Jasiak ‡c Economist (York University -> Department of Economics)
4xx's: Alternate Name Forms (6)
5xx's: Related Names (1)
Works
Title | Sources |
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Autoregressive gamma processes | |
Causality between returns and traded volumes = Causalité entre rendements et volumes de transactions | |
A degeneracy in the analysis of volatility and covolatility effect , 2007 | |
Dynamic quantile models | |
The econometrics of individual risk : credit, insurance, and marketing | |
Financial econometrics : problems, models, and methods | |
Finite sample inference methods for simultaneous equations and models with unobserved and generated regressors | |
GARCH for irregularly spaced financial data : the ACD-GARCH model | |
Intra-day market activity | |
Kernel autocorrelogram for time deformed processes | |
Market time and asset price movements theory and estimation | |
Nonlinear causality, with applications to liquidity and stochastic volatility | |
Persistance et copersistance non-linéaires | |
Trading patterns, time deformation and stochastic volatility in foreign exchange markets |