A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
| Year of publication: |
2011
|
|---|---|
| Authors: | Regnard, Nazim ; Zakoïan, Jean-Michel |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 33.2011, 6, p. 1240-1252
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