A Multivariate Non-Gaussian Stochastic Volatility Model with Leverage for Energy Markets
Year of publication: |
2014
|
---|---|
Authors: | Vos, Linda |
Other Persons: | Benth, Fred Espen (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Energiemarkt | Energy market | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 27, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1495156 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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