Modelling day ahead Nord Pool forward price volatility: Realized volatility versus GARCH models

Erik Haugom, Sjur Westgaard, Per Bjarte Solibakke, Gudbrand Lien
  • June 2010, Institute of Electrical & Electronics Engineers (IEEE)
  • DOI: 10.1109/eem.2010.5558687
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The following have contributed to this page: Dr Per B Solibakke