Archived publication

Archived publication

Predicting the time-varying covariance matrix of NordPool Energy Forwards

Aas, Kjersti

April 13, 2011

SAMBA

  • Refereed: 0
  • Conference: ElCarbonRisk-seminar, Skeikampen
  • Title: Predicting the time-varying covariance matrix of NordPool Energy Forwards
  • Author(s): Aas, Kjersti
  • Published date: April 13, 2011
  • Page(s):
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