Modelling daily CER price volatility in European Energy Exchange : Evidence from MSARIMA-EGARCH model
Year of publication: |
2013
|
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Authors: | Kapoor, Nimisha |
Published in: |
Vision : the journal of business perspective. - Gurgaon, ISSN 0972-2629, ZDB-ID 2436323-6. - Vol. 17.2013, 4, p. 279-284
|
Subject: | CER price volatility | MSARIMA | EGARCH | European Energy Exchange | Volatilität | Volatility | EU-Staaten | EU countries | ARCH-Modell | ARCH model |
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