Scientific stochastic volatility models for the European energy market : forecasting and extracting conditional volatility
Kai Erik Dahlen; Per Bjarte Solibakke
| Year of publication: |
2012
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|---|---|
| Authors: | Dahlen, Kai Erik ; Solibakke, Per Bjarte |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 6.2012, 4, p. 17-66
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010077135