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~person:"Gil-Alaña, Luis A."
~person:"Johannes, Michael"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz im Buch"
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Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira
;
Gil-Alaña, Luis A.
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 191-229)
.
2022
Persistent link: https://www.econbiz.de/10013349945
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MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
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2010
Persistent link: https://www.econbiz.de/10003900732
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