Joann Jasiak : Citation Profile

Are you Joann Jasiak?

York University

17

H index

25

i10 index

1072

Citations

RESEARCH PRODUCTION:

37

Articles

53

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 35
   Journals where Joann Jasiak has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 29 (2.63 %)

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   Permalink: http://citec.repec.org/pja135
   Updated: 2024-12-03    RAS profile: 2023-08-14    
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Relations with other researchers

Works with:

Djogbenou, Antoine (6)

Cubadda, Gianluca (2)

Monfort, Alain (2)

Hecq, Alain (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Joann Jasiak.

Is cited by:

gourieroux, christian (54)

Monfort, Alain (35)

Bauwens, Luc (34)

Dufour, Jean-Marie (33)

Hecq, Alain (32)

Gagliardini, Patrick (20)

Khalaf, Lynda (19)

Asai, Manabu (18)

Hautsch, Nikolaus (18)

Grammig, Joachim (17)

Pegoraro, Fulvio (15)

Cites to:

gourieroux, christian (57)

Ghysels, Eric (34)

Engle, Robert (22)

Bollerslev, Tim (20)

Monfort, Alain (18)

Tauchen, George (17)

Lanne, Markku (15)

Saikkonen, Pentti (12)

Gallant, A. (12)

Harvey, Andrew (11)

Renault, Eric (10)

Main data

Where Joann Jasiak has published?

Journals with more than one article published# docs
Journal of Econometrics8
Annals of Economics and Statistics4
Journal of Time Series Analysis3
Journal of Financial Econometrics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Center for Research in Economics and Statistics19
Papers / arXiv.org10
Working Papers / York University, Department of Economics5
Post-Print / HAL4

Recent works citing Joann Jasiak (2024 and 2023)

YearTitle of citing document
2024The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1911.07719.

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2023Rating transitions forecasting: a filtering approach. (2021). Lelong, J'Erome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Papers. RePEc:arx:papers:2109.10567.

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2024Open Markets and Hybrid Jacobi Processes. (2021). Larsson, Martin ; Itkin, David. In: Papers. RePEc:arx:papers:2110.14046.

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2024An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations. (2022). Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2211.12376.

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2023Factor Model of Mixtures. (2023). Uryasev, Stanislav ; Peng, Cheng. In: Papers. RePEc:arx:papers:2301.13843.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

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2023Standard Error Biases When Using Generated Regressors in Accounting Research. (2023). Melessa, Sam ; Hribar, Paul ; Chen, Wei. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:2:p:531-569.

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2023Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Realized BEKK-CAW Models. (2023). Mike, SO ; Manabu, Asai. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:15:y:2023:i:1:p:49-77:n:1.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2024Dynamic behaviors and non-instantaneous impulsive vaccination of an SAIQR model on complex networks. (2024). Wang, Jinrong ; Fu, Xinjie. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:465:y:2024:i:c:s0096300323005945.

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2024Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Pia, Marco ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615.

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2023A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444.

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2023Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520.

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2023Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64.

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2023Stochastic properties of nonlinear locally-nonstationary filters. (2023). Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2082-2095.

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2023Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2023DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations. (2023). Bauwens, Luc ; Xu, Yongdeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:938-955.

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2023Covid-19, credit risk management modeling, and government support. (2023). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187.

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2024A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Hecq, Alain ; Voisin, Elisa ; Issler, Joo Victor. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2023The impact of bank loan announcements on stock liquidity. (2023). Pham, Thu Phuong ; Vu, Van Hoang ; Singh, Harminder. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:848-864.

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2023Rating transitions forecasting: a filtering approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Post-Print. RePEc:hal:journl:hal-03347521.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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2023The Rank-Size Rule and Challenges in Diversifying Commercial Real Estate Portfolios. (2023). Pace, Kelley R ; Narayanan, Rajesh P ; Dombrowski, Timothy P. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09765-6.

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2023Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model. (2023). Madeira, Joao ; Cornea-Madeira, Adriana ; Boldea, Otilia. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:444-466..

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2023The Variance Risk Premium in Equilibrium Models*. (2023). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:1977-2014..

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2024Identifying the Volatility Risk Price Through the Leverage Effect. (2024). Sangrey, Paul ; Renault, Eric ; Cheng, XU. In: PIER Working Paper Archive. RePEc:pen:papers:24-013.

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2023The impact of bank loan announcements on stock liquidity. (2023). Vu, Van Hoang ; Singh, Harminder ; Pham, Thu Phuong. In: MPRA Paper. RePEc:pra:mprapa:116398.

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2023Uncertain Remedies to Fight Uncertain Consequences: The Case of Solar Geoengineering. (2023). Meier, Felix D ; Traeger, Christian P. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-23-37.

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2023Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003.

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2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555.

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2023Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models. (2023). Hartkopf, Jan Patrick. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02245-1.

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2023Information loss in volatility measurement with flat price trading. (2023). Yu, Jun ; Phillips, Peter. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02353-y.

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2023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

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2024Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics. (2023). Koopman, Siem Jan ; Mingoli, Gabriele ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230065.

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2023Risk?neutral moment?based estimation of affine option pricing models. (2018). Feunou, Bruno ; Okou, Cedric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:7:p:1007-1025.

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Works by Joann Jasiak:

YearTitleTypeCited
2000Causality between Returns and Traded Volumes In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article3
1998Causality Between Returns and Trated Volumes.(1998) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2005Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article13
2020Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article4
2022Long Run Predictions In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
2021Generalized Covariance Estimator In: Papers.
[Full Text][Citation analysis]		paper0
2023Generalized Covariance Estimator.(2023) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 0		article
2023Composite Likelihood for Stochastic Migration Model with Unobserved Factor In: Papers.
[Full Text][Citation analysis]		paper0
2022Long Run Risk in Stationary Structural Vector Autoregressive Models In: Papers.
[Full Text][Citation analysis]		paper0
2024Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models In: Papers.
[Full Text][Citation analysis]		paper1
2022Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood In: Papers.
[Full Text][Citation analysis]		paper0
2023Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether In: Papers.
[Full Text][Citation analysis]		paper1
2023Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether.(2023) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 1		article
2024Digital Divide: Empirical Study of CIUS 2020 In: Papers.
[Full Text][Citation analysis]		paper0
2023Penalized Likelihood Inference with Survey Data In: Papers.
[Full Text][Citation analysis]		paper0
2024Optimization of the Generalized Covariance Estimator in Noncausal Processes In: Papers.
[Full Text][Citation analysis]		paper1
2024Optimization of the Generalized Covariance Estimator in Noncausal Processes.(2024) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 1		paper
2023GCov-Based Portmanteau Test In: Papers.
[Full Text][Citation analysis]		paper0
1994Bayesian Analysis of Stochastic Volatility Models: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article3
2006Structural Laplace Transform and Compound Autoregressive Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article46
2006Structural Laplace Transform and Compound Autoregressive Models.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2016Filtering, Prediction and Simulation Methods for Noncausal Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article24
2023Dynamic deconvolution and identification of independent autoregressive sources In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2023Temporally Local Maximum Likelihood with Application to SIS Model In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
1998GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article46
2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper6
2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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1998Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(1998) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 6		paper
1995Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper29
1994Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects..(1994) In: Cahiers de recherche.
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1994Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1995Market Time and Asset Price Movements Theory and Estimation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper20
1995Market Time and Asset Price Movements: Theory and Estimation..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
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1995Market Time and Asset Price Movements: Theory and Estimation..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1995Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper12
1996Kernel Autocorrelogram for Time Deformed Processes In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
1997GARCH for Irregularly Spaced Data: The ACD-GARCH Model In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper10
1999Nonlinear innovations and impulse responses In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]		paper10
1999Nonlinear Innovations and Impulse Response.(1999) In: Working Papers.
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2001Compound Autoregressive Models In: Working Papers.
[Full Text][Citation analysis]		paper8
2001Local Likelihood Density Estimation and Value at Risk In: Working Papers.
[Full Text][Citation analysis]		paper6
2010Local Likelihood Density Estimation and Value-at-Risk.(2010) In: Journal of Probability and Statistics.
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2004The Wishart Autoregressive of Multivariate Stochastic Volatility In: Working Papers.
[Full Text][Citation analysis]		paper15
2006A Degeneracy in the Analysis of Volatility and Covolatility Effects In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Filtering and Prediction in Noncausal Processes In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Misspecification of Causal and Noncausal Orders in Autoregressive Processes In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Semi-Parametric Estimation of Noncausal Vector Autoregression In: Working Papers.
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2016Robust Analysis of the Martingale Hypothesis In: Working Papers.
[Full Text][Citation analysis]		paper2
2019Robust analysis of the martingale hypothesis.(2019) In: Econometrics and Statistics.
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This paper has nother version. Agregated cites: 2		article
2016Stationary Bubble Equilibria in Rational Expectation Models In: Working Papers.
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2020Stationary bubble equilibria in rational expectation models.(2020) In: Journal of Econometrics.
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2020Stationary Bubble Equilibria in Rational Expectation Models.(2020) In: Post-Print.
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2020Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus In: Working Papers.
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2023Time varying Markov process with partially observed aggregate data: An application to coronavirus.(2023) In: Journal of Econometrics.
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1997Stochastic Volatility Duration Models In: Working Papers.
[Full Text][Citation analysis]		paper76
2004Stochastic volatility duration models.(2004) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 76		article
1998Truncated Maximum Likelihood and Nonparametric Tail Analysis In: Working Papers.
[Full Text][Citation analysis]		paper3
1998Nonlinear Autocorrelograms : An Application to Intra-Trade Durations In: Working Papers.
[Full Text][Citation analysis]		paper2
1998Nonlinear Panel Data Models with Dynamic Heterogeneity In: Working Papers.
[Full Text][Citation analysis]		paper1
1999Dynamic Factor Models In: Working Papers.
[Full Text][Citation analysis]		paper11
2001DYNAMIC FACTOR MODELS.(2001) In: Econometric Reviews.
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1999Nonlinear Persistence and Copersistence In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Nonlinear Persistence and Copersistence.(2011) In: Palgrave Macmillan Books.
[Citation analysis]
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1999Nonlinear Persistence and Copersistence.(1999) In: Working Papers.
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2024Modelling common bubbles in cryptocurrency prices In: Economic Modelling.
[Full Text][Citation analysis]		article0
2001Memory and infrequent breaks In: Economics Letters.
[Full Text][Citation analysis]		article62
2006Multivariate Jacobi process with application to smooth transitions In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2008Dynamic quantile models In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
2006DYNAMIC QUANTILE MODELS.(2006) In: Working Papers.
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2009The Wishart Autoregressive process of multivariate stochastic volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article158
2005The Wishart Autoregressive Process of Multivariate Stochastic Volatility.(2005) In: Working Papers.
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2017Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2018Misspecification of noncausal order in autoregressive processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2008The ordered qualitative model for credit rating transitions In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article36
2006The Ordered Qualitative Model For Credit Rating Transitions.(2006) In: Working Papers.
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2009L-performance with an application to hedge funds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2009L-performance with an application to hedge funds.(2009) In: Post-Print.
[Citation analysis]
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1999Intra-day market activity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article58
2004Heterogeneous INAR(1) model with application to car insurance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article27
2012Granularity adjustment for default risk factor model with cohorts In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2022An econometric panel data model of the COVID-19 pandemic In: Post-Print.
[Citation analysis]		paper0
2022An Econometric Panel Data Model of the COVID-19 Pandemic.(2022) In: Journal of Statistical and Econometric Methods.
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2001Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors. In: International Economic Review.
[Citation analysis]		article90
2006Autoregressive gamma processes In: Journal of Forecasting.
[Full Text][Citation analysis]		article98
2016The Tradability Premium on the S&P 500 Index In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2022Testing for Endogeneity of Covid-19 Patient Assignments* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2010Inference for Noisy Long Run Component Process In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing In: Introductory Chapters.
[Full Text][Citation analysis]		chapter10
2015Introduction In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
2015The Econometrics of Individual Risk: Credit, Insurance, and Marketing In: Economics Books.
[Citation analysis]		book1
2022Transition model for coronavirus management In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]		article0
2021Forecast performance and bubble analysis in noncausal MAR(1, 1) processes In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
1999Persistence in Intertrade Durations In: Working Papers.
[Full Text][Citation analysis]		paper33

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