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  1. Kiesel, Ruediger [Author] ; Paraschiv, Florentina [Other]

    Econometric Analysis of 15-Minute Intraday Electricity Prices

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    [S.l.]: SSRN, [2016]

    Published in: University of St.Gallen, School of Finance Research Paper ; No. 2015/21

  2. Benth, Fred Espen [Author] ; Paraschiv, Florentina [Other]

    A Space-Time Random Field Model for Electricity Forward Prices

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    [S.l.]: SSRN, [2016]

    Published in: University of St.Gallen, School of Finance Research Paper ; No. 2016/11

  3. Paraschiv, Florentina [Author]

    Reporting on the Research Track on ‘Pricing and Optimization of Intraday/Day-Ahead Electricity and Futures Contracts’ Mathematics for Energy Systems Program Isaac Newton Institute

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    [S.l.]: SSRN, [2019]

  4. Wahlstrøm, Ranik Raaen [Author]; Paraschiv, Florentina [Author]; Schürle, Michael [Author]

    A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions

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    2022

    Published in: Computational economics ; 59(2022), 3 vom: März, Seite 967-1004

  5. Li, Wei [Author]; Paraschiv, Florentina [Author]; Sermpinis, Georgios [Author]

    A data-driven explainable case-based reasoning approach for financial risk detection

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    Berlin: International Research Training Group 1792, July 2021

    Published in: IRTG 1792 discussion paper ; 2021,10

  6. Ongena, Steven [Author]; Paraschiv, Florentina [Author]; Reite, Endre J. [Author]

    Determinants of price discrimination and switching mortgage provider in times of regulation and digitalization

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    Geneva: Swiss Finance Institute, September 27, 2021

    Published in: Swiss Finance Institute: Research paper series ; 2021,67

  7. Ongena, Steven [Author]; Paraschiv, Florentina [Author]; Reite, Endre J [Author]

    Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization

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    [S.l.]: SSRN, [2021]

    Published in: Swiss Finance Institute Research Paper ; No. 21-67

  8. Paraschiv, Florentina [Author]; Bunn, Derek W. [Author]; Westgaard, Sjur [Author]

    Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients

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    St. Gallen: School of Finance, University of St. Gallen, March 2016

    Published in: Universität St. Gallen: Working papers on finance ; 20160700

  9. Aepli, Matthias Daniel [Other]; Frauendorfer, Karl [Other]; Füss, Roland [Other]; Paraschiv, Florentina [Other]

    Multivariate dynamic Copula models : parameter estimation and forecast evaluation - [This version: June 2015]

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    St. Gallen: School of Finance, Univ. of St. Gallen, 2015

    Published in: Universität St. Gallen: Working papers on finance ; 20151300

  10. Böhnke, Victoria [Author]; Ongena, Steven [Author]; Paraschiv, Florentina [Author]; Reite, Endre J. [Author]

    Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?

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    Frankfurt am Main: Deutsche Bundesbank, [2024]

    Published in: Deutsche Bundesbank: Discussion paper ; 2024,2

  11. Böhnke, Victoria [Author]; Ongena, Steven [Author]; Paraschiv, Florentina [Author]; Reite, Endre J. [Author]

    Back to the roots of internal credit risk models : why do banks' risk-weighted asset levels converge over time?

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    Geneva: Swiss Finance Institute, [2022]

    Published in: Swiss Finance Institute: Research paper series ; 2022,33