MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
Version of Record online: 17 MAY 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 28, Issue 5, pages 743–761, August 2013
How to Cite
Bauwens, L., Hafner, C. M. and Pierret, D. (2013), MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES. J. Appl. Econ., 28: 743–761. doi: 10.1002/jae.2280
- Issue online: 29 JUL 2013
- Version of Record online: 17 MAY 2012
- Manuscript Revised: 7 DEC 2011
- Manuscript Received: 26 APR 2011
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/bauwens001/
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