Multivariate Volatility Modeling of Electricity Futures : Online Appendix
| Year of publication: |
2017
|
|---|---|
| Authors: | Bauwens, Luc |
| Other Persons: | Hafner, Christian (contributor) ; Pierret, Diane (contributor) |
| Publisher: |
[2017]: [S.l.] : SSRN |
| Subject: | EU-Staaten | EU countries | Volatilität | Volatility | Elektrizität | Electricity | Derivat | Derivative | Strompreis | Electricity price | Euro |
| Description of contents: |
Online Appendix to "MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES".Full paper available at: 'https://ssrn.com/abstract=2965508' https://ssrn.com/abstract=2965508
|
freely available
| Extent: | 1 Online-Ressource (6 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 7, 2011 erstellt |
| Other identifiers: | 10.2139/ssrn.2965511 [DOI] |
| Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012956777