Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"stochastic dynamic system"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
stochastic dynamic system
4
Lyapunov exponents
2
Nord Pool
2
feedforward neural network
2
market risk
2
potential market risk
2
smooth Lyapunov exponents
2
spot electricity prices
2
value-at-risk
2
Smooth Lyapunov Exponents
1
Stability
1
Stochastic Dynamic System
1
Volatility
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Working Paper
2
Language
All
English
4
Undetermined
1
Author
All
Bask, Mikael
5
Widerberg, Anna
3
Liu, Tung
2
Institution
All
Suomen Pankki
2
Nationalekonomiska institutionen, Handelshögskolan
1
Published in...
All
Bank of Finland Research Discussion Papers
2
Research Discussion Papers / Suomen Pankki
2
Working Papers in Economics
1
Source
All
RePEc
3
EconStor
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring potential market risk
Bask, Mikael
-
2007
properties (?) of the
stochastic
dynamic
system
generating asset returns, while more traditional risk measures such as value …
Persistent link: https://www.econbiz.de/10012148009
Saved in:
2
Measuring potential market risk
Bask, Mikael
-
Suomen Pankki
-
2007
properties (l) of the
stochastic
dynamic
system
generating asset returns, while more traditional risk measures such as value …
Persistent link: https://www.econbiz.de/10005648975
Saved in:
3
The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis
Bask, Mikael
;
Widerberg, Anna
-
Nationalekonomiska institutionen, Handelshögskolan
-
2007
distinguish between the stability of a
stochastic
dynamic
system
and the volatility of a variable generated by this system. It is …
Persistent link: https://www.econbiz.de/10005651613
Saved in:
4
The stability of electricity prices: estimation and inference of the Lyapunov exponents
Bask, Mikael
;
Liu, Tung
;
Widerberg, Anna
-
2006
The aim of this paper is to illustrate how the stability of a
stochastic
dynamic
system
is measured using the Lyapunov …
Persistent link: https://www.econbiz.de/10012147965
Saved in:
5
The stability of electricity prices: estimation and inference of the Lyapunov exponents
Bask, Mikael
;
Liu, Tung
;
Widerberg, Anna
-
Suomen Pankki
-
2006
The aim of this paper is to illustrate how the stability of a
stochastic
dynamic
system
is measured using the Lyapunov …
Persistent link: https://www.econbiz.de/10005190763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
