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"Stochastic modelling of volatility and inter-relationships in the ..."

Joanna J. J. Wang, Jennifer S. K. Chan (2023)

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DOI: 10.1080/03610918.2021.1949469

access: closed

type: Journal Article

metadata version: 2023-09-30

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Joanna J. J. Wang, Jennifer S. K. Chan:
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets. Commun. Stat. Simul. Comput. 52(8): 3877-3896 (2023)

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