Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes
Year of publication: |
2013
|
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Authors: | Barndorff-Nielsen, Ole E. |
Other Persons: | Benth, Fred Espen (contributor) ; Veraart, Almut (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Energiemarkt | Energy market | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 26, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2223610 [DOI] |
Classification: | C0 - Mathematical and Quantitative Methods. General ; C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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