Leverage effect in energy futures revisited
M. Angeles Carnero, Ana Pérez
| Year of publication: |
2019
|
|---|---|
| Authors: | Carnero, M. Angeles ; Pérez, Ana |
| Other Persons: | Krištoufek, Ladislav (contributor) |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 82.2019, p. 237-252
|
| Subject: | Conditional heteroscedasticity | EGARCH | FIEGARCH | Quasi Maximum Likelihood | Robust estimators | TGARCH | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Heteroskedastizität | Heteroscedasticity | Volatilität | Volatility | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.12.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173930