Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Enzo D'Innocenzo"'
We introduce a novel score-driven model with two sources of shock, allowing for both time-varying volatility and jumps. A theoretical investigation is performed which yields sufficient conditions to ensure stationarity and ergodicity. We extend the m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5bb53261551070f2737dc343fe7fe799
https://hdl.handle.net/11585/916039
https://hdl.handle.net/11585/916039
Publikováno v:
Annals of Tourism Research, 97:103495, 1-15. Elsevier Limited
Guizzardi, A, Ballestra, L V & D'Innocenzo, E 2022, ' Hotel dynamic pricing, stochastic demand and covid-19 ', Annals of Tourism Research, vol. 97, 103495, pp. 1-15 . https://doi.org/10.1016/j.annals.2022.103495
Guizzardi, A, Ballestra, L V & D'Innocenzo, E 2022, ' Hotel dynamic pricing, stochastic demand and covid-19 ', Annals of Tourism Research, vol. 97, 103495, pp. 1-15 . https://doi.org/10.1016/j.annals.2022.103495
We develop an innovative framework to study how hoteliers apply inventory control and price discrimination taking into account seasonality. We end up with a time-varying model that, using publicly available information, connects the early booking and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8583c9f314d8c2f33feb227b1be89fb2
https://doi.org/10.1016/j.annals.2022.103495
https://doi.org/10.1016/j.annals.2022.103495
Publikováno v:
SSRN Electronic Journal.
We propose a multiplicative dynamic factor structure for the conditional modelling of the variances of an N-dimensional vector of financial returns. We identify common and idiosyncratic conditional volatility factors. The econometric framework is bas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5cd9edd4ca48bc961568ebcdae2a2fdd
https://doi.org/10.2139/ssrn.3875612
https://doi.org/10.2139/ssrn.3875612
Publikováno v:
Vrije Universiteit Amsterdam
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::139c40e1e6c13ce817e7052b07c019aa
https://research.vu.nl/en/publications/e059d242-05a7-4ddf-8508-c0adeb64829d
https://research.vu.nl/en/publications/e059d242-05a7-4ddf-8508-c0adeb64829d