GARCH-type processes in modeling energy prices (Q3374062)
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scientific article; zbMATH DE number 5010395
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| English | GARCH-type processes in modeling energy prices |
scientific article; zbMATH DE number 5010395 |
Statements
9 March 2006
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High price volatility
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unconditional distribution models
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0.772903323173523
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0.7388162612915039
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0.7361416816711426
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0.7302310466766357
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0.7300072312355042
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