Joann Jasiak

Joann Jasiak

York University - Toronto / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 819741
person_outline Joann Jasiak's MOST POPULAR ARTICLES
1-) Financial econometrics: Problems, models, and methods Princeton University Press, 2018
2-) The Wishart autoregressive process of multivariate stochastic volatility Journal of Econometrics 150 (2), 167-181, 2009
3-) Autoregressive gamma processes Journal of forecasting 25 (2), 129-152, 2006
4-) Stochastic volatility duration models Journal of Econometrics 119 (2), 413-433, 2004
5-) GARCH for irregularly spaced financial data: the ACD-GARCH model Studies in Nonlinear Dynamics & Econometrics 2 (4), 1998