Evaluating multivariate GARCH models in the Nordic electricity markets

Research output: Working paper › Professional

Original language	English
Place of Publication	Helsinki
Publication status	Published - 2005
MoE publication type	D4 Published development or research report or study

Name	HSE Working papers
Publisher	Helsingin kauppakorkeakoulu
No.	W-382
ISSN (Print)	1235-5674

Cite this

@techreport{20bb8cc19d9e47d5b027fe8a92850bb9,

title = "Evaluating multivariate GARCH models in the Nordic electricity markets",

author = "P. Malo and A. Kanto",

year = "2005",

language = "English",

series = "HSE Working papers",

publisher = "Helsingin kauppakorkeakoulu",

number = "W-382",

type = "WorkingPaper",

institution = "Helsingin kauppakorkeakoulu",

}