Realized volatility and jump testing in the Japanese...

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Realized volatility and jump testing in the Japanese electricity spot market

Ciarreta, Aitor, Muniain, Peru, Zarraga, Ainhoa
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Language:
english
Journal:
Empirical Economics
DOI:
10.1007/s00181-018-1577-6
Date:
October, 2018
File:
PDF, 565 KB
english, 2018
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