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 methodsC Gourieroux, J JasiakPrinceton University Press, 20226122022
2-) The Wishart autoregressive process of multivariate stochastic volatilityC Gouriéroux, J Jasiak, R SufanaJournal of Econometrics 150 (2), 167-181, 20093942009
3-) Autoregressive gamma processesC Gouriéroux, J JasiakJournal of forecasting 25 (2), 129-152, 20062632006
4-) Stochastic volatility duration modelsE Ghysels, C Gourieroux, J JasiakJournal of Econometrics 119 (2), 413-433, 20042292004
5-) GARCH for irregularly spaced financial data: the ACD-GARCH modelE Ghysels, J JasiakStudies in Nonlinear Dynamics & Econometrics 2 (4), 19982221998