A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices.
| Autor: | Leonhardt, Daniel1 sekm13@tum.de, Ware, Antony2 aware@ucalgary.ca, Zagst, Rudi1 zagst@tum.de |
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| Zdroj: | Risks. 2017, Vol. 5 Issue 3, p48. 19p. |
| Databáze: | Business Source Ultimate |
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