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~person:"Benth, Fred Espen"
~person:"Blanco, Iván"
~person:"Dekker, Rommert"
~person:"Wang, Qiying"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Benth, Fred Espen
Blanco, Iván
Dekker, Rommert
Wang, Qiying
Asai, Manabu
3
McAleer, Michael
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The energy journal
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Modelling electricity swaps with stochastic forward premium models
Blanco, Iván
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The energy journal
39
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011825389
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2
Structural nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1901-1948
Persistent link: https://www.econbiz.de/10003943451
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