Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
Year of publication: |
2012
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Authors: | Wang, Yudong ; Wu, Chongfeng |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 6, p. 2167-2182
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