Modeling asymmetric volatility in weekly Dutch temperature data
Year of publication: |
1998-09-21
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Authors: | Franses, Philip Hans ; van Dijk, Dick ; Neele, Neele, J. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | asymmetric volatility | seasonal variation | temperature volatility | weekly dutch temperature |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9840 |
Source: |
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