Modeling natural gas market volatility using GARCH with different distributions

✍ Scribed by Lv, Xiaodong; Shan, Xian

• Book ID: 121276281
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 737 KB
• Volume: 392
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2013.07.038