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Details about Danial Saef

Workplace:Institut für Statistik und Ökonometrie (ISÖ) (Institute for Statistics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Danial Saef.

Last updated 2025-12-14. Update your information in the RePEc Author Service.

Short-id: psa1838


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Working Papers

2022

  1. Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing
    Papers, arXiv.org Downloads View citations (1)

2021

  1. Understanding jumps in high frequency digital asset markets
    Papers, arXiv.org Downloads View citations (1)
    Also in IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2021) Downloads View citations (1)

2020

  1. Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition
    IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" Downloads

Journal Articles

2024

  1. Scenario based merger & acquisition forecasting
    Management & Marketing, 2024, 19, (4), 579-600 Downloads
  2. Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data
    Digital Finance, 2024, 6, (4), 605-638 Downloads
    Also in Digital Finance, 2025, 7, (2), 297-297 (2025) Downloads
 
Page updated 2025-12-15