Concepedia

Joanna Jasiak

JJ

8

Publications

412

Citations

8

H-Index

1994

Active since

Affiliations

York University(Current)

Université de Montréal

Joanna Jasiak is an author at York University specializing in business, statistics, and econometrics.

Top concepts

Publications per year

1994–2001

8

Publications

8

Intra-day market activity

Christian Gouriéroux, Joanna Jasiak, Gaëlle Le Fol · Journal of Financial Markets · 1999 · 152 citations

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GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model

Éric Ghysels, Joanna Jasiak · Studies in Nonlinear Dynamics and Econometrics · 1998 · 145 citations

, , +11

Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects

Éric Ghysels, Joanna Jasiak · Érudit documents and data repository (Érudit Consortium, University of Montreal) · 1994 · 27 citations · Full text

Market Time and Asset Price Movements: Theory and Estimation

Éric Ghysels, Christian Gouriéroux, Joanna Jasiak · Érudit documents and data repository (Érudit Consortium, University of Montreal) · 1995 · 25 citations · Full text

Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets

Éric Ghysels, Christian Gouriéroux, Joanna Jasiak · Érudit documents and data repository (Érudit Consortium, University of Montreal) · 1995 · 24 citations · Full text

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