Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (Q3378029)
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scientific article; zbMATH DE number 5016428
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| English | Evaluating Multivariate GARCH Models in the Nordic Electricity Markets |
scientific article; zbMATH DE number 5016428 |
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Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (English)
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29 March 2006
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conditional moments
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hedging performance
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multivariate GARCH
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0.7822190523147583
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0.7344717979431152
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0.734097957611084
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0.7294531464576721
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0.7183708548545837
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