Access Statistics for Abdou Ka DIONGUE

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A k- factor GIGARCH process: estimation and application to electricity market spot prices	0	1	5	5	0	5	12	12
Estimating parameters for a k-GIGARCH process	0	1	2	2	0	1	5	5
Estimation of k-factor GIGARCH process: a Monte Carlo study	0	1	22	22	3	11	31	31
Estimation of k-factor GIGARCH process: a Monte Carlo study	0	0	13	13	2	8	12	12
Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations	2	6	21	21	5	15	19	19
Forecasting electricity spot market prices with a k-factor GIGARCH process	1	4	34	34	5	15	47	47
Forecasting electricity spot market prices with a k-factor GIGARCH process	0	1	42	42	1	6	26	26
The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model	0	2	45	45	4	26	50	50
The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics	1	5	12	12	4	32	36	36
The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics	0	5	30	30	1	12	29	29
Total Working Papers	4	26	226	226	25	131	267	267

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

LogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-08-03