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J

Joann Jasiak

York University

21H-index
122Paper Count
2.4KCitation Count
Published Papers 18
Publication Date
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Bubble detection with application to green bubbles: A noncausal approach
errEnergy Economics
IF14.2
err2026-09-17
err0
PREAI
errFrancesco Giancaterini; Alain Hecq; Joann Jasiak; Aryan Manafi Neyazi
errShare
errSave
Digital adoption and cyber security: an analysis of canadian businesses
errJournal of Productivity Analysis
IF1.8
err2026-04-15
err0
PREAI
errJasiak, Joann; MacKenzie, Peter; Tuvaandorj, Purevdorj
errShare
errSave
Regularized Generalized Covariance (RGCov) Estimator
errThe Econometrics Journal
IF0
err2026-04-10
err0
PREAI
errFrancesco Giancaterini; Alain Hecq; Joann Jasiak; Aryan Manafi Neyazi
errShare
errSave
Intraday Functional PCA Forecasting of Cryptocurrency Returns
errJournal of Forecasting
IF2.7
err2026-03-07
err0
errOAAI
errJoann Jasiak; Cheng Zhong
errShare
errSave
Long-run risk in stationary vector autoregressive models
errJOURNAL OF ECONOMETRICS
IF4
err2024-11-01
err0
errOAAI
errGourieroux, Christian; Jasiak, Joann
errShare
errSave
Modelling common bubbles in cryptocurrency prices
errECONOMIC MODELLING
IF4.7
err2024-10-01
err2
errOAAI
errHall, Mauri K.; Jasiak, Joann
errShare
errSave
Time varying Markov process with partially observed aggregate data: An application to coronavirus
errJOURNAL OF ECONOMETRICS
IF4
err2023-01-01
err13
errOAAI
errGourieroux, C.; Jasiak, J.
errShare
errSave
Convolution-based filtering and forecasting: An application to WTI crude oil prices
errJOURNAL OF FORECASTING
IF2.7
err2021-02-21
err5
PREAI
errGourieroux, Christian; Jasiak, Joann; Tong, Michelle
errShare
errSave
Stationary bubble equilibria in rational expectation models
errJOURNAL OF ECONOMETRICS
IF4
err2020-10-01
err6
errOAAI
errGourieroux, C.; Jasiak, J.; Monfort, A.
errShare
errSave
Forecast performance and bubble analysis in noncausal MAR(1,1) processes
errJOURNAL OF FORECASTING
IF2.7
err2020-08-12
err9
PREAI
errGourieroux, Christian; Hencic, Andrew; Jasiak, Joann
errShare
errSave
Misspecification of noncausal order in autoregressive processes
errJOURNAL OF ECONOMETRICS
IF4
err2018-07-01
err7
PREAI
errGourieroux, Christian; Jasiak, Joann
errShare
errSave
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation
errJOURNAL OF ECONOMETRICS
IF4
err2017-09-01
err12
PREAI
errGourieroux, Christian; Jasiak, Joann
errShare
errSave
Granularity adjustment for default risk factor model with cohorts
errJOURNAL OF BANKING & FINANCE
IF3.8
err2012-05-01
err5
PREAI
errGourieroux, C.; Jasiak, J.
errShare
errSave
The Wishart Autoregressive process of multivariate stochastic volatility
errJOURNAL OF ECONOMETRICS
IF4
err2009-06-01
err149
PREAI
errGourieroux, C.; Jasiak, J.; Sufana, R.
errShare
errSave
Dynamic quantile models
errJOURNAL OF ECONOMETRICS
IF4
err2008-11-01
err46
PREAI
errGourieroux, C.; Jasiak, J.
errShare
errSave
Multivariate Jacobi process with application to smooth transitions
errJOURNAL OF ECONOMETRICS
IF4
err2006-03-01
err43
PREAI
errGourieroux, C; Jasiak, J
errShare
errSave
Autoregressive gamma processes
errJOURNAL OF FORECASTING
IF2.7
err2006-01-01
err117
PREAI
errGourieroux, C; Jasiak, J
errShare
errSave
Stochastic volatility duration models
errJOURNAL OF ECONOMETRICS
IF4
err2004-04-01
err70
errOAAI
errGhysels, E; Gouriéroux, C; Jasiak, J
errShare
errSave

Research Directions

The data has not been retrieved yet.
Co-authors
Cooperation Journals
É
Éric Ghysels
H-index: 66 · Papers: 475
C
Christian Gouriéroux
H-index: 59 · Papers: 646
A
Alain Monfort
H-index: 39 · Papers: 243
R
Razvan Sufana
H-index: 9 · Papers: 18
P
Purevdorj Tuvaandorj
H-index: 4 · Papers: 18
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