Covariance estimation using high-frequency data: Analysis of Nord Pool electricity forward data

Gudbrand Lien, Erik Haugom, Sjur Westgaard, Per Bjarte Solibakke
  • June 2010, Institute of Electrical & Electronics Engineers (IEEE)
  • DOI: 10.1109/eem.2010.5558684
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The following have contributed to this page: Dr Per B Solibakke