Joann Jasiak
- Finance top 0.5%
- Economics and Econometrics top 1%
- General Economics, Econometrics and Finance top 2%
- Statistics and Probability top 2%
- Management Science and Operations Research top 5%
- Co-authors
- Christian GouriérouxRazvan SufanaJean‐Marie DufourSerge DarollesÉric GhyselsAlain HecqGianluca CubaddaPaul Rilstone
- Topics
- Financial Risk and Volatility Modeling (21 papers)Market Dynamics and Volatility (15 papers)Complex Systems and Time Series Analysis (14 papers)
- Journals
- Journal of EconometricsJournal of Banking & FinanceJournal of Business and Economic Statistics
- Partner nations
- CanadaFranceUnited States
In The Last Decade
Joann Jasiak
45 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 78
- Finance 984
- Economics and Econometrics 688
- General Economics, Econometrics and Finance 361
- Statistics and Probability 228
- Management Science and Operations Research 173
Countries citing papers authored by Joann Jasiak
This map shows the geographic impact of Joann Jasiak's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Joann Jasiak with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Joann Jasiak more than expected).
Fields of papers citing papers by Joann Jasiak
This network shows the impact of papers produced by Joann Jasiak. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Joann Jasiak. The network helps show where Joann Jasiak may publish in the future.
Co-authorship network of co-authors of Joann Jasiak
This figure shows the co-authorship network connecting the top 25 collaborators of Joann Jasiak. A scholar is included among the top collaborators of Joann Jasiak based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Joann Jasiak. Joann Jasiak is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 0 | |
| 3 | 2 | |
| 4 | 4 | |
| 5 | 3 | |
| 6 | 0 | |
| 7 | 8 | |
| 8 | 3 | |
| 9 | 21 | |
| 10 | 179 | |
| 11 | The Econometrics of Individual Risk: Credit, Insurance, and Marketing | 12 |
| 12 | CAUSALITY and VOLATILITY TRANSMISSION | 1 |
| 13 | 47 | |
| 14 | Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity | 7 |
| 15 | 4 | |
| 16 | 73 | |
| 17 | 7 | |
| 18 | 81 | |
| 19 | Causality between Returns and Traded Volumes | 8 |
| 20 | Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects | 4 |
About Joann Jasiak
Joann Jasiak is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance, having authored 48 papers that have together received 1.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (15 papers) and Complex Systems and Time Series Analysis (14 papers). The work is most often cited by research in Finance (984 citations), General Economics, Econometrics and Finance (361 citations) and Statistics and Probability (228 citations). Joann Jasiak has collaborated with scholars based in Canada, France and United States. Frequent co-authors include Christian Gouriéroux, Razvan Sufana, Jean‐Marie Dufour, Serge Darolles, Éric Ghysels, Alain Hecq, Gianluca Cubadda and Paul Rilstone. Their work appears in journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Business and Economic Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.