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J

José Da Fonseca

Auckland University of Technology

20H指数
63论文数
1.9K被引数
收录论文 4
发表时间
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Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-02-01
err22
PREAI
errDa Fonseca, Jose; Ignatieva, Katja
err分享
err收藏
Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition
errENERGY ECONOMICS
IF14.2
err2017-09-01
err11
PREAI
errDa Fonseca, Jose; Xu, Yahua
err分享
err收藏
On moment non-explosions for Wishart-based stochastic volatility models
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2016-11-01
err13
PREAI
errDa Fonseca, Jose
err分享
err收藏
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market通过能源市场中已实现的跳跃和波动来解释信用违约互换利差
errENERGY ECONOMICS
IF14.2
err2016-05-01
err17
errOAAI
errDa Fonseca, Jose; Ignatieva, Katja; Ziveyi, Jonathan
err分享
err收藏

研究方向

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合作学者
合作期刊
K
Katja Ignatieva
H 指数: 15 · 论文数: 72
J
Jonathan Ziveyi
H 指数: 14 · 论文数: 71
Y
Yahua Xu
H 指数: 12 · 论文数: 49
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