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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility
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| Zeitschriftentitel: | SSRN Electronic Journal |
|---|---|
| Personen und Körperschaften: | , |
| In: | SSRN Electronic Journal, 2015 |
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Elsevier BV
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Chan, Joshua C. C. Grant, Angelia Chan, Joshua C. C. Grant, Angelia |
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Chan, Joshua C. C. Grant, Angelia |
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Chan, Joshua C. C. Grant, Angelia SSRN Electronic Journal Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility Pharmacology (medical) |
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Chan, Joshua C. C. Grant, Angelia 1556-5068 Elsevier BV Pharmacology (medical) http://dx.doi.org/10.2139/ssrn.2616522 Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility SSRN Electronic Journal |
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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
| title_sort |
modeling energy price dynamics: garch versus stochastic volatility |
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Pharmacology (medical) |
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http://dx.doi.org/10.2139/ssrn.2616522 |
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| spelling | Chan, Joshua C. C. Grant, Angelia 1556-5068 Elsevier BV Pharmacology (medical) http://dx.doi.org/10.2139/ssrn.2616522 Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility SSRN Electronic Journal |
| spellingShingle | Chan, Joshua C. C., Grant, Angelia, SSRN Electronic Journal, Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility, Pharmacology (medical) |
| title | Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
| title_full | Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
| title_fullStr | Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
| title_full_unstemmed | Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
| title_short | Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
| title_sort | modeling energy price dynamics: garch versus stochastic volatility |
| title_unstemmed | Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility |
| topic | Pharmacology (medical) |
| url | http://dx.doi.org/10.2139/ssrn.2616522 |