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~isPartOf:"Energy economics"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Time series analysis"
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Nielsen, Morten Ørregaard
Sucarrat, Genaro
Ma, Feng
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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
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