Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (Q3378029)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating Multivariate GARCH Models in the Nordic Electricity Markets |
scientific article |
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Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (English)
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29 March 2006
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conditional moments
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hedging performance
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multivariate GARCH
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