Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Nikolaus Rab"'
Publikováno v:
2015 12th International Conference on the European Energy Market (EEM).
The impact of stochastic available generation of wind power on system operation and planning gained rising importance due to the increasing amount of wind power plants. Many models used for synthetic wind speed time series are based on ARMA-GARCH pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::311b6b63bfa0e7e8440ddb6dfc133b79
https://doi.org/10.1109/eem.2015.7216770
https://doi.org/10.1109/eem.2015.7216770
Publikováno v:
eCAADe proceedings.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9beb3b895f3f567684dedb9559a4a89a
https://doi.org/10.52842/conf.ecaade.2015.1.545
https://doi.org/10.52842/conf.ecaade.2015.1.545
Autor:
Richard Warnung, Nikolaus Rab
In practice daily volatility of portfolio returns is transformed to longer holding periods by multiplying by the square-root of time which assumes that returns are not serially correlated. Under this assumption this procedure of scaling can also be a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8bf86884ef4ae984a61a950a85432e7e
http://arxiv.org/abs/1009.3638
http://arxiv.org/abs/1009.3638
