Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Yudong ; Wu, Chongfeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 6, p. 2167-2182
|