Validity of discrete-time stochastic volatility models in non-synchronous equity markets

von Solibakke, Per Bjarte
Veröffentlicht in The European journal of finance (2003)

A stochastic volatility model specification with diagnostics for thinly traded equity markets

von Solibakke, Per Bjarte
Veröffentlicht in Journal of multinational financial management (2001)

Scientific stochastic volatility models for the European carbon markets : forecasting and extracting conditional moments

von Solibakke, Per Bjarte
Veröffentlicht in International journal of business (2014)

Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments

von Solibakke, Per Bjarte
Veröffentlicht in OPEC OPEC energy review (2015)

Scientific stochastic volatility models for the salmon forward market : forcasting (un)-conditional moments

von Solibakke, Per Bjarte
Veröffentlicht in Aquaculture economics & management (2012)

Efficiently estimated mean and volatility characteristics for the Nordic Spot electric power market

von Solibakke, Per Bjarte
Veröffentlicht in International journal of business (2002)

Testing the univariate conditional CAPM in thinly traded markets

von Solibakke, Per Bjarte
Veröffentlicht in Applied financial economics (2002)

The Nordic/Baltic spot electric power system price : univariate nonlinear impulse-response analysis

von Solibakke, Per Bjarte
Veröffentlicht in The journal of energy markets (2018)

Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the Norwegian thinly traded equity market

von Solibakke, Per Bjarte
Veröffentlicht in The European journal of finance (2005)

Describing the Nordic forward electric-power market : a stochastic model approach

von Solibakke, Per Bjarte
Veröffentlicht in International journal of business (2006)

Derivation of econometric estimable functions of intra-trade industry : the case of the Norwegian intra-continental import trade pattern

von Tesfay, Yohannes Yebabe
Veröffentlicht in International journal of computational economics and econometrics (2017)

Scientific stochastic volatility models for the European energy market : forecasting and extracting conditional volatility

von Dahlen, Kai Erik
Veröffentlicht in The journal of risk model validation (2012)

Intercontinental variations of the import trade pattern of Norway : applications to best linear unbiased estimable functions of hierarchical econometric model

von Tesfay, Yohannes Yebabe
Veröffentlicht in Global business & economics review (2017)

Econometric modelling of the variations of Norway's export trade across continents and over time : the two-stage non-full rank hierarchical linear econometric model approach

von Tesfay, Yohannes Yebabe
Veröffentlicht in Economics research international (2015)

Bedriftsoppkjøp og internasjonalisering : Norge og Europa i 1980-°arene

von Eckbo, B. Espen
Veröffentlicht in Beta (1991)

Trade concentration and dynamics of the Norwegian imports : an application of R-MANOVA model

von Tesfay, Yohannes Yebabe
Veröffentlicht in International journal of logistics economics and globalisation (2018)

Realized volatility and the influence of market measures on predictability : analysis of Nord Pool forward electricity data

Veröffentlicht in Energy economics (2011)

On the estimation of extreme values for risk assessment and management : the ACER method

Veröffentlicht in International journal of business (2015)