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Prof. Dr. Florentina Paraschiv
Name
Florentina Paraschiv
Title
Prof. Dr.
Function
Institute/School
ior/cf - Institute for Operations Research and Computational Finance, s/bf - Swiss Institute of Banking and Finance
Email address
florentina.paraschiv@unisg.ch
Latest Additions (all)
Aka, Timur
;
Haeusler, Frank
;
Paraschiv, Florentina
&
Schürle, Michael
(2005)
Interest rate risk hedging of a bank balance (Phase 2)
[industry project]
.
Aka, Timur
;
Haeusler, Frank
;
Paraschiv, Florentina
&
Schürle, Michael
(2004)
Development of ALM tool for non-maturing accounts
[industry project]
.
Paraschiv, Florentina
;
Schmid, Markus
&
Wahlstrom, Ranik Raaen
:
Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods.
School of Finance Working Paper Series, 2021,
Wahlstrøm, Ranik Raaen
;
Paraschiv, Florentina
&
Schürle, Michael Hermann
(2021)
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions.
Computational Economics, ISSN 0927-7099
Paraschiv, Florentina
:
Business models for power-to-gas: A real-options approach.
[Conference or Workshop Item]
Frauendorfer, Karl
;
Paraschiv, Florentina
&
Schürle, Michael
(2018)
Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition.
30.
Hagfors, Lars Ivar
;
Kamperud, Hilde Hørthe
;
Paraschiv, Florentina
;
Prokopczuk, Marcel
;
Sator, Alma
&
Westgaard, Sjur
(2016)
Prediction of extreme price occurrences in the German day-ahead electricity market.
Quantitative finance, 16 (12). ISSN 1469-7688
Preview
Paraschiv, Florentina
;
Bunn, Derek
&
Westgaard, Sjur
:
Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients.
[Conference or Workshop Item]
Preview
Schürle, Michael
;
Kovacevic, Raimund
&
Paraschiv, Florentina
:
Optimization of hydro storage systems and indifference pricing of power contracts.
2016. - 19th European Conference on Mathematics for Industry (ECMI). - Santiago de Compostela.
Preview
Paraschiv, Florentina
;
Bunn, Derek
&
Westgaard, Sjur
:
A fully parametric approach for solving quantile regressions with time-varying coefficients.
2016. - Commodity Markets Conference 2016. - Hannover.
Preview
Most Viewed Items
Item title
Views
1
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation
4919
2
Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts
4499
3
Modeling non-maturing savings volumes
3923
4
Extreme spillover between shadow banking and regular banking
3865
5
Investors Behavior under Changing Market Volatility
3827
6
Electricity Spot and Derivatives Pricing under Market Coupling
3713
7
Modeling client rate and volumes of non-maturing accounts
3669
8
Econometric Analysis of 15-Minute Intraday Electricity Prices
3661
9
Prediction of extreme price occurrences in the German day-ahead electricity market
3454
10
Medium-term planning for thermal electricity production
3400
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