Staff Agnieszka Jach

Agnieszka Jach

Associate Professor in Financial Mathematics and Statistics
Mobile phone

+358 40 352 1365


Statistics (Helsinki)

Doctor of Philosophy, Mathematics, Utah State University, United States, 2006

Working papers:

A general comovement measure for time series


Creating Moodle quizzes in an automated manner:

-my article

-article's supplementary material

-video showing how to use supplementary material

-additional material (another example)

-video showing how to use additional material

Want to start using R, but not quite sure where to start? Here are some suggestions:


Cookbook for R

datacamp, Introduction to R

CRAN, manuals

And what about Python? Why not try getting these Certifications at freeDataCamp

Scientific Computing with Python
Data Analysis with Python
Machine Learning with Python

Fun/interesting (?) links:

FlowingData (Out, liar!) (3D yield curve)

Rpackage ggplot2

Why pursue a PhD? - three practical reasons by Philip Guo

PhD comics

Looking for interesting and diverse data sets for crunching? Kaggle

Some correlations

Latest publications
Agnieszka Jach, Tucker McElroy2019,'Testing Collinearity of Vector Time Series',The Econometrics Journal,vol. 22,no. 2,pp. 97-116.
Agnieszka Jach, Karl Felixson2019,'Short-, Long- and Cross-Term Comovement of OMXH25 Stocks',Nordic Journal of Business,vol. 68,no. 3,pp. 23-39.,
Agnieszka Jach, Saara M. Hartikainen, Aurea Grané, T. Matthew Robson2018,'Assessing scale-wise similarity of curves with a thick pen',Ecology and Evolution,vol. 8,no. 20,pp. 10206-10218.,