Concepedia

Joann Jasiak

JJ

Statistics

Publications

27

Citations

1.8K

H-Index

19

Active since

1998

Affiliations

York University(Current)

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

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

Top concepts

BusinessStatisticsEngineeringFinanceEconometricsAsset PricingVolatility ModelingStochastic VolatilityMultivariate Stochastic VolatilityManagement

Publications per year

1998–2020

27

Publications

27

The Wishart Autoregressive process of multivariate stochastic volatility

Christian Gouriéroux, Joann Jasiak, Razvan Sufana · Journal of Econometrics · 2009 · 302 citations

Volatility Modeling, Multivariate Stochastic Volatility, Wishart Autoregressive Process +6

Autoregressive gamma processes

Christian Gouriéroux, Joann Jasiak · Journal of Forecasting · 2006 · 198 citations

Volatility Modeling, Engineering, Asset Pricing +13

Stochastic volatility duration models

Éric Ghysels, Christian Gouriéroux, Joann Jasiak · Journal of Econometrics · 2003 · 148 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors

Jean‐Marie Dufour, Joann Jasiak · International Economic Review · 2001 · 132 citations

Parameter Estimation, Applied Econometrics, Education +23

Structural Laplace Transform and Compound Autoregressive Models

Serge Darolles, Christian Gouriéroux, Joann Jasiak · Journal of Time Series Analysis · 2006 · 110 citations

Volatility Modeling, Engineering, Term Structure +17

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