MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

Year of publication:	2013
Authors:	Bauwens, Luc ; Hafner, Christian M. ; Pierret, Diane
Published in:	Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 28.2013, 5, p. 743-761
Publisher:	John Wiley & Sons, Ltd.

Type of publication:	Article
Research data:	https://doi.org/10.15456/jae.2022320.0732188544
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010682793