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Now showing items 131-140 of 3781
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)
The single auction equilibrium of Kyle’s (1985) is studied, in which noise traders may be partially informed, or alternatively they can be manipulated. Unlike Kyle’s assumption that the quantity traded by the noise traders ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial ...
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1986)
(Research report / Forskningsrapport, 1986)
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2017)
In recent years, renewable energy has gained importance in producing power in many markets. The aim of this article is to model photovoltaic (PV) production for three transmission operators in Germany. PV power can only ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
Influential points can cause severe problems when deriving a multivariable regression model. A novel approach to check for such points is proposed, based on the variable inclusion matrix, a simple way to summarize results ...
(Research report / Forskningsrapport, 1982)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1972)