MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
Author:
Affiliation:
1. Université catholique de Louvain; CORE; Louvain-la-Neuve Belgium
2. Université catholique de Louvain; ISBA; Louvain-la-Neuve Belgium
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2280/fullpdf
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