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Predicting the Time-Varying Covariance Matrix of Electricity Forwards

  • Kjersti Aas

Publication details

  • Event: Invited talk at Energyforum: Measuring and Modelling Energy Risk
  • Year: 2004

Kjersti Aas

Research Director SAMBA
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  • Scientific lecture
  • Predicting the Time-Varying Covariance Matrix of Electricity Forwards

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