Evaluating Multivariate GARCH Models in the Nordic Electricity Markets

P. Malo, A. Kanto

Research output: Contribution to journalArticleScientificpeer-review

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)117-148
JournalCOMMUNICATIONS IN STATISTICS: SIMULATION AND COMPUTATION
Volume35
Issue number1
Publication statusPublished - 2006
MoE publication typeA1 Journal article-refereed

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