Details about Danial Saef
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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Journal Articles
Working Papers
2022
- Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing
Papers, arXiv.org
View citations (1)
2021
- Understanding jumps in high frequency digital asset markets
Papers, arXiv.org
View citations (1)
Also in IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2021)
View citations (1)
2020
- 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"
Journal Articles
2024
- Scenario based merger & acquisition forecasting
Management & Marketing, 2024, 19, (4), 579-600
- Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data
Digital Finance, 2024, 6, (4), 605-638 
Also in Digital Finance, 2025, 7, (2), 297-297 (2025)