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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Billio, Monica"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
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