Evaluating multivariate GARCH models in the Nordic electricity markets

dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorMalo, Pekka
dc.contributor.authorKanto, Antti
dc.contributor.schoolSchool of Businessen
dc.contributor.schoolKauppakorkeakoulufi
dc.date.accessioned2014-02-05T10:45:16Z
dc.date.available2014-02-05T10:45:16Z
dc.date.issued2005
dc.format.mimetypeapplication/pdf
dc.identifier.isbn951-791-903-4
dc.identifier.issn1235-5674
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/12287
dc.identifier.urnURN:ISBN:951-791-903-4
dc.language.isoenen
dc.publisherHelsinki: Helsinki School of Economics
dc.relation.ispartofseriesWorking papers / Helsingin kauppakorkeakoulu W, 382
dc.subject.heleconEnergiatalous
dc.subject.heleconSähkö
dc.subject.heleconMarkkinat
dc.subject.heleconPohjoismaat
dc.subject.heleconMallit
dc.subject.heleconEnergy economy
dc.subject.heleconElectricity
dc.subject.heleconMarkets
dc.subject.heleconScandinavia
dc.subject.heleconModels
dc.titleEvaluating multivariate GARCH models in the Nordic electricity marketsen
dc.typeD4 Julkaistu kehittämis- tai tutkimusraportti tai -selvitysfi
dc.type.dcmitypetexten

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