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Martina Zaharieva
CUNEF Universidad
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Intraday Volatility Transmission in Global Energy Markets: A Bayesian Nonparametric Approach
Number of pages: 44
Posted: 01 Aug 2024
Andre A. P. Santos
,
Audrone Virbickaite
and Martina Zaharieva
CUNEF Universidad, CUNEF Universidad and CUNEF Universidad
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Abstract:
COVID-19, Credible intervals, Dirichlet process mixture (DPM), Marginal log likelihood
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