Cross city hedging with weather derivatives using bivariate DCC GARCH models
by Peter Kosater
| Year of publication: |
2006
|
|---|---|
| Authors: | Kosater, Peter |
| Publisher: |
Köln : Seminar für Wirtschafts- u. Sozialstatistik, Universität zu Köln |
| Subject: | Statistik | Wetter |
| Extent: | 28 S. graph. Darst. |
|---|---|
| Series: | Discussion papers in statistics and econometrics. - Köln : Seminar f. Wirtschafts- u. Sozialstatistik, Univ. zu Köln. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Methoden, Techniken und Organisation der sozialwissenschaftlichen Forschung |
| Source: |
Persistent link: https://www.econbiz.de/10004411640