//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"skewed Student APARCH"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Student APARCH
1
market efficiency and random walk
1
mean and volatility spillovers
1
mean-reversion
1
multiple variance ratio tests
1
multivariate GARCH
1
normal asymmetric power ARCH (APARCH)
1
price spikes
1
skewed Student APARCH
1
spot electricity price markets
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Thesis
1
Language
All
Undetermined
1
Author
All
Higgs, Helen
1
Source
All
BASE
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price and volatility relationships in the Australian electricity market
Higgs, Helen
-
2006
Asymmetric Power ARCH (APARCH), Student APARCH and
skewed
Student
APARCH
is used to model the time-varying variance in prices … methodologies, namely, the Student APARCH and
skewed
Student
APARCH
which take account of the skewness and fat tailed …
Persistent link: https://www.econbiz.de/10009438289
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->