Modelling Energy Spot Prices by Lévy Semistationary...

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Modelling Energy Spot Prices by Lévy Semistationary Processes

Barndorff-Nielsen, Ole E., Benth, Fred Espen, Veraart, Almut
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1597700
File:
PDF, 272 KB
english, 2010
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