Erweiterung eines Strompreismodells um GARCH-Prozesse
Reik H. Börger
| Year of publication: |
2004
|
|---|---|
| Authors: | Börger, Reik H. |
| Publisher: |
Ulm : Inst. f. Finanz- unid Aktuarwissenschaften |
| Subject: | Strompreis | Electricity price | Warenbörse | Commodity exchange | Stochastischer Prozess | Stochastic process | Saisonale Schwankungen | Seasonal variations | ARCH-Modell | ARCH model | Schätzung | Estimation | Deutschland | Germany | GARCH-Prozess |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | II, 98 S graph. Darst 205 mm x 150 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | German |
| Notes: | kart. : EUR 41.00 (freier Pr.) |
| ISBN: | 3-931289-59-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002157785