A Multivariate Non-Gaussian Stochastic Volatility Model with Leverage for Energy Markets
Keyword(s):
2013 ◽
Vol 45
(2)
◽
pp. 572-594
◽
2013 ◽
Vol 45
(02)
◽
pp. 572-594
◽
1998 ◽
Vol 2
(2)
◽
pp. 33-47
◽
2018 ◽
Vol 114
◽
pp. 193-201
◽
Keyword(s):
2013 ◽
Vol 45
(02)
◽
pp. 545-571
◽
2006 ◽
Vol 36
(2)
◽
pp. 173-197
◽
2013 ◽
Vol 45
(2)
◽
pp. 545-571
◽
2007 ◽
Vol 14
(4)
◽
pp. 347-363
◽
Keyword(s):
Keyword(s):