Archived publication
Archived publication
Predicting the time-varying covariance matrix of NordPool Energy Forwards
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):
- ISBN:
- Publisher: