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Search: subject:"CER price volatility"
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CER price volatility
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Kapoor, Nimisha
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Modelling daily
CER
price
volatility
in European Energy Exchange : Evidence from MSARIMA-EGARCH model
Kapoor, Nimisha
- In:
Vision : the journal of business perspective
17
(
2013
)
4
,
pp. 279-284
Persistent link: https://www.econbiz.de/10010357654
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2
Modelling Daily
CER
Price
Volatility
in European Energy Exchange: Evidence from MSARIMA-EGARCH Model
Kapoor, Nimisha
- In:
Vision
17
(
2013
)
4
,
pp. 279-284
-EGARCH model confirms that past shocks to the variance are symmetric in nature and shocks to
CER
price
volatility
take some time …
Persistent link: https://www.econbiz.de/10010784442
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