Agnieszka Jach

Hanken School of Economics

Agnieszka Jach studied Mathematics at Wroclaw University of Science and Technology, Poland, and received a PhD from Utah State University, USA, in Mathematical Sciences/Statistics. Afterwards she worked at Universidad Carlos III de Madrid, Spain, before joining Hanken School of Economics in Helsinki, Finland, as an Associate Professor in Statistics. Her research interests include time series analysis with applications to finance and other fields.

Articles by Agnieszka Jach

Original research

Tracking toxicity in fast and complex markets

A novel means of tracking toxicity in high-frequency equity markets is put forward and demonstrated to adequately track flash crashes.

04 Jul 2024