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Parameter variation and the components of natural gas price volatility
Brigida, Matthew
- In:
The journal of energy markets
12
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012020337
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2
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
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