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Diewald, Laszlo - 2019

, i.e. exhibits seasonality. We propose a stochastic volatility jump-diffusion model to capture this seasonal variation …

Persistent link: https://www.econbiz.de/10012905261

Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84

Persistent link: https://www.econbiz.de/10011489343

Schalck, Christophe; Chenavaz, Régis - In: Research in international business and finance 33 (2015), pp. 290-303

Persistent link: https://www.econbiz.de/10011325859

Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579

Persistent link: https://www.econbiz.de/10011499761

Vancsura, László; Tatay, Tibor; Bareith, Tibor - In: Risks : open access journal 11 (2023) 2, pp. 1-16

calm economic environment, the estimation accuracy is higher (1.5% vs. 4%), and that the AI-based estimation methods …

Persistent link: https://www.econbiz.de/10014233184

Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383

Persistent link: https://www.econbiz.de/10011664267

Alfeus, Mesias; Nikitopoulos, Christina Sklibosios - In: Journal of commodity markets 28 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10014335250

García Mirantes, Andrés; Población, Javier; Serna, … - In: Energy economics 40 (2013), pp. 155-166

Persistent link: https://www.econbiz.de/10010349595

Fasanya, Ismail Olaleke; Adekoya, Oluwasegun B.; … - In: Economic systems 47 (2023) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014317524

Pala, Aynur - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 335-340

Persistent link: https://www.econbiz.de/10014496302