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| 2003 | Modeling electricity prices: jump diffusion and regime switching
RePEc:wuu:wpaper:hsc0301 [Citation Analysis] | 14 |
| 2000 | Hurst analysis of electricity price dynamics
RePEc:wuu:wpaper:hsc0001 [Citation Analysis] | 9 |
| 2001 | Estimating long range dependence: finite sample properties and confidence intervals
RePEc:wuu:wpaper:hsc0103 [Citation Analysis] | 9 |
| 2011 | Efficient estimation of Markov regime-switching models: An application to electricity spot prices
RePEc:wuu:wpaper:hsc1102 [Citation Analysis] | 6 |
| 2000 | Property insurance loss distributions
RePEc:wuu:wpaper:hsc0003 [Citation Analysis] | 6 |
| 2010 | FX Smile in the Heston Model
RePEc:wuu:wpaper:hsc1002 [Citation Analysis] | 5 |
| 2000 | Energy price risk management
RePEc:wuu:wpaper:hsc0002 [Citation Analysis] | 5 |
| 2005 | Heavy tails and electricity prices
RePEc:wuu:wpaper:hsc0502 [Citation Analysis] | 4 |
| 1994 | Can One See Alpha-stable Variables and Processes?
RePEc:wuu:wpaper:hsc9401 [Citation Analysis] | 4 |
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RePEc:wuu:wpaper:hsc0606 [Citation Analysis] | 3 |
| 2003 | An introduction to simulation of risk processes
RePEc:wuu:wpaper:hsc0304 [Citation Analysis] | 3 |
| 1996 | Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables
RePEc:wuu:wpaper:hsc9601 [Citation Analysis] | 3 |
| 2002 | Modeling electricity loads in California: ARMA models with hyperbolic noise
RePEc:wuu:wpaper:hsc0202 [Citation Analysis] | 3 |
| 1998 | Origins of the scaling behaviour in the dynamics of financial data
RePEc:wuu:wpaper:hsc9801 [Citation Analysis] | 2 |
| 2001 | Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
RePEc:wuu:wpaper:hsc0101 [Citation Analysis] | 2 |
| 2010 | Ruin Probability in Finite Time
RePEc:wuu:wpaper:hsc1004 [Citation Analysis] | 2 |
| 2006 | Short-term electricity price forecasting with time series models: A review and evaluation
RePEc:wuu:wpaper:hsc0601 [Citation Analysis] | 2 |
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RePEc:wuu:wpaper:hsc1201 [Citation Analysis] | 1 |
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RePEc:wuu:wpaper:hsc0902 [Citation Analysis] | 1 |
| 1997 | Spectral representation and structure of self-similar processes
RePEc:wuu:wpaper:hsc9703 [Citation Analysis] | 1 |
| 2005 | Modeling catastrophe claims with left-truncated severity distributions (extended version)
RePEc:wuu:wpaper:hsc0501 [Citation Analysis] | 1 |
| 1997 | The Lamperti transformation for self-similar processes
RePEc:wuu:wpaper:hsc9702 [Citation Analysis] | 1 |
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RePEc:wuu:wpaper:hsc0605 [Citation Analysis] | 1 |
| 2010 | Building Loss Models
RePEc:wuu:wpaper:hsc1003 [Citation Analysis] | 1 |
| 1998 | Scaling in currency exchange: A Conditionally Exponential Decay approach
RePEc:wuu:wpaper:hsc9802 [Citation Analysis] | 1 |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.
