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~isPartOf:"UC3M working papers"
~person:"Hansen, Peter Reinhard"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Estimation theory"
~subject:"Time series analysis"
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Hansen, Peter Reinhard
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Escribano, Álvaro
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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
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Sucarrat, Genaro
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2016
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