MY STUDENTS' RESEARCH


    Mauri Hall (PhD April 2023)

  • Modelling Common Bubbles in Cryptocurrency Prices Download with J. Jasiak Economic Modelling , Volume 139, October 2024, 106782

    • Peter MacKenzie (PhD May 2025)

  • "Digital Divide: Empirical Study of CIUS 2020" Download with J. Jasiak and P. Tuvaandorj

    • First Prize Student Presentation at the 48th meeting of the Atlantic Canada Economics Association at Dalhousie University, October 14-16, 2022.

  • "Digital Adoption and Cybersecurity: An Analysis of Canadian Businesses" Download with J. Jasiak and P. Tuvaandorj

    • Emre Inan

  • "Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether" Download > with A. Djogbenou and J. Jasiak, Journal of International Money and Finance, Vol 139, 102946

  • "Tests for No-Arbitrage in Cryptocurrency Markets" with A. Djogbenou, J. Jasiak and R. Sufana

    • Aryan Manafi Neyazi

  • "GCov-Based Portmanteau Test" Download with J. Jasiak

  • "Green Bubble: A Noncausal Approach" with F. Giancaterini, A. Hecq and J. Jasiak,

    • Third Student Research Oral Presentation Award in all fields category at the Statistics Society of Canada (CSS) Annual Meeting, Saskatoon May 25-28, 2025

  • Regularized Generalized Covariance (RGCov) Estimator, ArXiv 6390395 with F. Giancaterini, A. Hecq and J. Jasiak,

    • First Student Research Oral Presentation Award at the Statistics Society of Canada (CSS) Annual Meeting Conference in the category of business and industrial statistics, Saskatoon May 25-28, 2025

    Cheng Zhong

  • "Intraday Functional PCA Forecasting of Cryptocurrency Returns" with J. Jasiak

  • "Intraday and Daily Dynamics of Cryptocurrency" Download with J. Jasiak International Review of Economics and Finance Volume 96, Part B, November 2024, 103658

    • Maygol Bandehali (PhD June 2020)

  • Estimation of Credit Rating Transitions under Stress Scenarios Download

  • Transition Model for Coronavirus Management, with A. Djogbenou, C. Gourieroux, P. Rilstone, J. Jasiak Canadian Journal of Economics, 2022, Vol 55, Issue S1, 665-704, Covid Economics, Issue 35, July 07 2020,

  • Composite Likelihood for Stochastic Migration Model with Unobserved Factor Download with A. Djogbenou, C. Gourieroux, J. Jasiak Journal of Financial Econometrics , https://doi.org/10.1093/jjfinec/nbad031

    • Akram Panahi (PhD April 2020)

  • Positional Portfolio Management: A Bivariate Rank Approach Download North American Journal of Economics and Finance, Volume 52, April 2020, 101133

  • Optimal Positional Momentum and Liquidity Management Download

    • Michelle Tong (PhD April 2021) (co-supervision with Yiasong Tian, Schulich School of Business)

  • Convolution-Based Filtering and Forecasting: An application to WTI Crude Oil Prices, with J. Jasiak, C. Gourieroux Journal of Forecasting link 2021

    • Andrew Hencic (PhD June 2019)

  • Bitcoin and Other Cryptocurrencies: A Review Download

  • Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange rates Download with C Gourieroux Econometrics of Risk, 2015, Studies in Computational Intelligence 583:17-40, Springer, New York

  • Forecast Performance and Bubble Analysis in Noncausal MAR(1,1) Processes, with J. Jasiak, C. Gourieroux Journal of Forecasting 2021, Volume40, Issue2, 301-326