Marzo, Massimiliano (contributor); … - 2007
: multivariate GARCH, kurtosis, energy prices, futures markets.
1Department of Economics, Universit`a di Bologna, Piazza Scaravilli 2 …://www.dse.unibo.it/marzo/marzo.htm
2Department of Economics, BI Norwegian School of Management, Nydalsveien 37; 0484 Oslo,
Norway; Department of Economics … model for speculative prices
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Bollerslev, T …