Joann Jasiak - Concepedia

Author

Joann Jasiak

York University ORCID

Also Known As

Cheng, J Jasiak, J. Jasiak, JOANN JASIAK, Jasiak, Joann, Joann Jasiak, Joanna Jasiak

116

Publications

2.3K

Citations

H-Index

Concepts

All Affiliations

York University University of Toronto Centre de Recherche en Économie et Statistique Centre Pour La Recherche Economique et ses Applications Centre for Research in Engineering Surface Technology

About

Joann Jasiak is an author at York University specializing in business, finance, and statistics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	15	1.1K
2	Engineering	12	14	1K
3	Management	4	4	139
4	Education	2	2	146
5	Social Sciences	1	1	109

Joann Jasiak

Publications

1.8K

Citations

H-Index

Page 1

	Year	Citations
The Wishart Autoregressive process of multivariate stochastic volatility Christian Gouriéroux, Joann Jasiak, Razvan Sufana Journal of Econometrics Volatility ModelingMultivariate Stochastic VolatilityWishart Autoregressive ProcessAsset PricingEngineering	2009	302
Autoregressive gamma processes Christian Gouriéroux, Joann Jasiak Journal of Forecasting Volatility ModelingEngineeringAsset PricingFinanceArg Process	2006	198
Stochastic volatility duration models Éric Ghysels, Christian Gouriéroux, Joann Jasiak Journal of Econometrics Volatility ModelingMultivariate Stochastic VolatilityEngineeringAsset PricingStochastic Calculus	2003	148
Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors Jean‐Marie Dufour, Joann Jasiak International Economic Review Parameter EstimationApplied EconometricsEducationRegression AnalysisClassical Test Theory	2001	132
Structural Laplace Transform and Compound Autoregressive Models Serge Darolles, Christian Gouriéroux, Joann Jasiak Journal of Time Series Analysis Volatility ModelingEngineeringTerm StructureTime Series EconometricsFinancial Mathematics	2006	110
Memory and infrequent breaks Christian Gouriéroux, Joann Jasiak Economics Letters Storage (Memory)Cognitive ScienceMemory SystemInfrequent BreaksMemory Analysis	2001	109
Heterogeneous INAR(1) model with application to car insurance Christian Gouriéroux, Joann Jasiak Insurance Mathematics and Economics Heterogeneous ModelingHeterogeneous InarEconometrics	2004	94
Dynamic quantile models Christian Gouriéroux, Joann Jasiak Journal of Econometrics Dynamic Economic ModelEngineeringDynamic Quantile ModelsStatistical InferenceProbability Theory	2008	94
Persistence in Intertrade Durations Joann Jasiak RePEc: Research Papers in Economics	1999	82
Multivariate Jacobi process with application to smooth transitions Christian Gouriéroux, Joann Jasiak Journal of Econometrics Multivariate Jacobi ProcessDiscrete Dynamical SystemProcess ControlGlobal AnalysisMultivariate Approximation	2005	75

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