Research Article
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
Article first published online: 17 MAY 2012
DOI: 10.1002/jae.2280
Copyright © 2012 John Wiley & Sons, Ltd.
Issue

Journal of Applied Econometrics
Early View (Online Version of Record published before inclusion in an issue)
Additional Information
How to Cite
Bauwens, L., Hafner, C. M. and Pierret, D. (2012), MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES. J. Appl. Econ.. doi: 10.1002/jae.2280
Publication History
- Article first published online: 17 MAY 2012
- Manuscript Revised: 7 DEC 2011
- Manuscript Received: 26 APR 2011
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