MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
| Year of publication: |
2013
|
|---|---|
| Authors: | bauwens, Luc ; Hafner, Christian M. ; Pierret, Diane |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 28.2013, 5, p. 743-761
|