Pages that link to "Item:Q1028534"
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The following pages link to Heavy-tails and regime-switching in electricity prices (Q1028534):
Displaying 8 items.
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- Aging Feynman–Kac equation (Q4606136) (← links)
- Modeling the distribution of day-ahead electricity returns: a comparison (Q5745655) (← links)
