| Working Paper |
File Downloads |
Abstract Views |
| 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 |
0 |
0 |
26 |
1 |
2 |
2 |
107 |
| BL-GARCH model with elliptical distributed innovations |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
10 |
| BL-GARCH model with elliptical distributed innovations |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
| BL-GARCH model with elliptical distributed innovations |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
106 |
| Estimating parameters for a k-GIGARCH process |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
44 |
| Estimation of k-Factor Gigarch Process: A Monte Carlo Study |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
60 |
| Estimation of k-Factor Gigarch Process: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Estimation of k-factor GIGARCH process: a Monte Carlo study |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
29 |
| Estimation of k-factor GIGARCH process: a Monte Carlo study |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
53 |
| Estimation of k-factor GIGARCH process: a Monte Carlo study |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
231 |
| Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
45 |
| Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
68 |
| Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
229 |
| Forecasting electricity spot market prices with a k-factor GIGARCH process |
0 |
0 |
0 |
131 |
1 |
1 |
1 |
448 |
| Forecasting electricity spot market prices with a k-factor GIGARCH process |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
23 |
| Forecasting electricity spot market prices with a k-factor GIGARCH process |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
64 |
| Forecasting electricity spot market prices with a k-factor GIGARCH process |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
15 |
| Forecasting electricity spot market prices with a k-factor GIGARCH process |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
33 |
| Forecasting electricity spot market prices with a k-factor GIGARCH process |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
139 |
| Measuring the contribution of extractive industries to local development: the case of oil companies in Nigeria |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
60 |
| Measuring the contribution of extractive industries to local development: the case of oil companies in Nigeria |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
79 |
| Measuring the contribution of extractive industries to local development: the case of oil companies in Nigeria |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
181 |
| Measuring the contribution of extractive industries to local development: the case of oil companies in Nigeria |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
10 |
| Measuring the contribution of extractive industries to local development: the case of oil companies in Nigeria |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
111 |
| Measuring the contribution of extractive industries to local development: the case of oil companies in Nigeria |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
36 |
| Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
9 |
| Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
20 |
| On parameters estimation of the Seasonal FISSAR Model |
0 |
0 |
0 |
30 |
1 |
3 |
4 |
49 |
| On the parameters estimation of the Seasonal FISSAR Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| On the parameters estimation of the Seasonal FISSAR Model |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
17 |
| Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model |
0 |
0 |
0 |
51 |
1 |
1 |
1 |
79 |
| The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
158 |
| The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
276 |
| The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
57 |
| The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
51 |
| Total Working Papers |
0 |
0 |
0 |
1,064 |
7 |
19 |
25 |
2,932 |
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