Forecasting time-varying covariance matrices in the intradaily spot market of Argentina
Angel León and Antonio Rubia
| Year of publication: |
2004
|
|---|---|
| Authors: | León Valle, Ángel Manuel ; Rubia, Antonio |
| Published in: |
Modelling prices in competitive electricity markets. - Chichester, West Sussex, England [u.a.] : Wiley, ISBN 0-470-84860-X. - 2004, p. [177]-189
|
| Subject: | Argentinien | Argentina | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Spotmarkt | Spot market | Theorie | Theory | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003232789