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Persistence in intertrade durations

Jasiak, Joann - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 165-195

Persistent link: https://www.econbiz.de/10001476807

Finite sample limited information inference methods for structural equations and models with generated regressors'

Dufour, Jean-Marie; Jasiak, Joann - In: International economic review 42 (2001) 3, pp. 815-843

Persistent link: https://www.econbiz.de/10001608492

Optimization of the generalized covariance estimator in noncausal processes

Cubadda, Gianluca; Giancaterini, Francesco; Hecq, Alain … - 2024

Persistent link: https://www.econbiz.de/10014549054

Time-varying coefficient DAR model and stability measures for stablecoin prices : an application to Tether

Djogbenou, Antoine; Inan, Emre; Jasiak, Joann - In: Journal of international money and finance 139 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014478223

The Econometrics of Individual Risk : Credit, Insurance, and Marketing

Jasiak, Joann; Gourieroux, Christian - 2015

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as...