Current Research Information SysTem In Norway

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1 Solibakke, Per Bjarte.
A stochastic volatility model specification with diagnostics for thinly traded equity markets. Journal of Multinational Financial Management 2001 ;Volum 11.(4-5) s. 385-406
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2 Solibakke, Per Bjarte.
Corporate risk management in European energy markets. Journal of Energy Markets 2010 ;Volum 3.(1) s. 93-131
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3 Solibakke, Per Bjarte.
Efficiently estimated mean and volatility characteristics for the nordic spot electric power market. International journal of business 2002 ;Volum 7.(2) s. 17-35
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4 Solibakke, Per Bjarte.
Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review 2015 ;Volum 39.(2) s. 184-221
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5 Solibakke, Per Bjarte.
Validity of discrete-time stochastic volatility models in non-synchronous equity markets. European Journal of Finance 2003 ;Volum 9.(5) s. 420-448
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6 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
Derivation of econometric estimable functions of intra-trade industry : the case of the Norwegian intra-continental import trade pattern. International Journal of Computational Economics and Econometrics 2017 ;Volum 7.(4) s. 411-442
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7 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
Intercontinental variations of the import trade pattern of Norway : applications to best linear unbiased estimable functions of hierarchical econometric model,. Global Business and Economics Review (GBER) 2017 ;Volum 19.(6) s. 696-721
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