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1 Ergebnisse
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Common and idiosyncratic conditional volatility: Theory and..:
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
Econometric Reviews. , 2024
Link:
https://doi.org/10.1080/07474938.2024.2357430
RT Journal T1
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07474938.2024.2357430&Exemplar=1&LAN=DE A1 Blasques, Francisco A1 D'Innocenzo, Enzo A1 Koopman, Siem Jan PB Informa UK Limited YR 2024 SN 0747-4938 SN 1532-4168 JF Econometric Reviews SP 1 OP 33 LK http://dx.doi.org/https://doi.org/10.1080/07474938.2024.2357430 DO https://doi.org/10.1080/07474938.2024.2357430 SF ELIB - SuUB Bremen
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