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~person:"Chan, Joshua"
~person:"Liu, Yehong"
~source:"econis"
~subject:"Natural gas"
~subject:"Share price"
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Chan, Joshua
Liu, Yehong
Grant, Angelia L.
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Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
Saved in:
2
Average holding price
Liu, Yehong
;
Yin, Guosheng
- In:
Annals of financial economics
13
(
2018
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011900662
Saved in:
3
Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
- In:
Energy economics
54
(
2016
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
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