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  • Search: subject:"Stable density approximation"
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Bayes-Statistik 1 Bayesian inference 1 CARMA model 1 Derivat 1 Derivative 1 Electricity price 1 Electricity prices 1 Estimation 1 Futures prices 1 Markov chain 1 Markov chain Monte Carlo 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Saisonale Schwankungen 1 Schätzung 1 Seasonal variations 1 Seasonality 1 Stable density approximation 1 Strompreis 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 [alpha]-Stable process 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Müller, Gernot 1 Seibert, Armin 1
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Energy economics 1
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Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot; Seibert, Armin - In: Energy economics 78 (2019), pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
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