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~isPartOf:"ECON PhD dissertations"
~language:"eng"
~language:"und"
~source:"econis"
~subject:"Cointegration"
~subject:"Energy trade"
~type_genre:"Biografie"
~type_genre:"Sammlung"
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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2
Essays on econometric modelling and forecasting of electricity prices
Knapik, Oskar
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2017
Persistent link: https://www.econbiz.de/10011817859
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3
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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4
On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
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2016
Persistent link: https://www.econbiz.de/10011817415
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5
Wind power effects and price elasticity of demand for the Nordic electricity markets
Neamtu, Ioana Daniela
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2016
Persistent link: https://www.econbiz.de/10011817474
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6
Lévy semistationary models with applications in energy markets
Sauri, Orimar
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2015
Persistent link: https://www.econbiz.de/10011439886
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7
Realizing conditional distributions and coherence across financial asset classes
Olesen, Kasper Vinther
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2014
Persistent link: https://www.econbiz.de/10011369535
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8
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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