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subject:"USA"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Working Paper"
~person:"Krey, Boris"
~subject:"Finanzmarkt"
~subject:"Yield curve"
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Krey, Boris
Mazumder, Bhashkar
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Journal of money, credit and banking : JMCB
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Efficient electricity portfolios for the United States and Switzerland: An investor view
Krey, Boris
;
Zweifel, Peter
-
2008
costs are found to be correlated, Seemingly Unrelated Regression
Estimation
(SURE) is used to filter out the systematic …
Persistent link: https://www.econbiz.de/10010315486
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2
Efficient electricity portfolios for Switzerland and the United States
Krey, Boris
;
Zweifel, Peter
-
2006
estimation
(SURE) method is applied for filtering out the systematic component of the covariance matrix of the cost changes …
Persistent link: https://www.econbiz.de/10010315522
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