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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Electricity price"
~subject:"Estimation"
~type_genre:"Book section"
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Discussion paper / Tinbergen Institute
Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Handbook of financial time series
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
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Financial modeling and risk management of energy and environmental instruments and derivates
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Productivity, efficiency, and economic growth in the Asia-Pacific region
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A statistical equilibrium perspective on corporate profitability
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Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
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Beschäftigungsanalysen mit den Daten des IAB-Betriebspanels : Tagungsband ; Beiträge zum Workshop des IAB und IWH 2005
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Computational methods in decision-making, economics and finance
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Econometric modelling of durations between economic events
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Economic issues in SAARC context
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Emergent results of artificial economics : [... in its 7th year, the Conference Series in Artificial Economics ...]
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
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Exchange rate policies for small open economies
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Experiences and challenges in the development of the Chinese capital market
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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Forecasting volatility in the financial markets
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Global information technology and competitive financial alliances
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Handbuch Alternative Investments ; Bd. 1
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Kondratieffs Zyklen der Wirtschaft : an der Schwelle neuer Vollbeschäftigung? ; (Beiträge zur Theorie der Langen Wellen und ihrer praktischen Anwendung - ein interdisziplinärer Dialog) ; [erarbeitet auf der Grundlage von Beiträgen zur Internationalen Fachtagung "Offensiv zu Arbeitsplätzen: Weltmärkte 2010" des Lindenthal-Instituts Köln am 14. und 15. September 1996 über die Theorie der Langen Wellen und ihre praktische Anwendung]
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Market risk and financial markets modeling
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New tools of economic dynamics
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Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
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Robustness in econometrics
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Selected topics in applied econometrics
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Wirtschafts- und Sozialgeschichte : Gegenstand und Methode ; 17. Arbeitstagung der Gesellschaft für Sozial- und Wirtschaftsgeschichte in Jena 1997
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Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag
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Ordinal- and continuous-response stochastic volatility models for price changes : an empirical comparison
Czado, Claudia
;
Müller, Gernot
;
Nguyen, Thi-Ngoc-Giau
- In:
Statistical modelling and regression structures : …
,
(pp. 301-320)
.
2010
Persistent link: https://www.econbiz.de/10003964492
Saved in:
2
Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
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