Work

Modelling Daily CER Price Volatility in European Energy Exchange: Evidence from MSARIMA-EGARCH Model

Year: 2013

Type: article

Source: Vision The Journal of Business Perspective

DOI: 10.1177/0972262913505369

Author: Nimisha Kapoor

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W2118734698

FWCI: 0.583

Cites: 5

Cited by: 3

Related to: 10