Multivariate Volatility Modeling of Electricity Futures: Online Appendix

2011 ◽  
Author(s):  
Luc Bauwens ◽  
Christian M. Hafner
Keyword(s):  
Volatility Modeling ◽  
Online Appendix ◽  
Multivariate Volatility

scholarly journals MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

2012 ◽  
Vol 28 (5) ◽  
pp. 743-761 ◽  
Author(s):  
Luc Bauwens ◽  
Christian M. Hafner ◽  
Diane Pierret
Keyword(s):  
Volatility Modeling ◽  
Multivariate Volatility

A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets

2017 ◽  
Vol 20 (1) ◽  
pp. 116-127
Author(s):  
Zi-Kai Wei ◽  
Ka-Fai Cedric Yiu ◽  
Heung Wong ◽  
Kit-Yan Chan
Keyword(s):  
Risk Management ◽  
Stock Markets ◽  
Volatility Modeling ◽  
Multivariate Volatility

Online Appendix: How Aggressive are High-Frequency Traders?

2013 ◽  
Author(s):  
Bjjrn Hagstrrmer ◽  
Lars L. Norden ◽  
Dong Zhang
Keyword(s):  
High Frequency ◽  
Online Appendix
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