GARCH-type Processes in Modeling Energy Prices

Irina Khindanova, Zauresh Atakhanova, Svetlozar Rachev

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Original languageEnglish
Title of host publicationHandbook of Computational and Numerical Methods in Finance
EditorsGeorge Anastassiou, Svetlozar Rachev
PublisherBirkhauser Verlag Basel
Pages71-110
ISBN (Print)978-0-8176-3219-9
DOIs
Publication statusPublished - 2004

Keywords

  • Energy prices, fat tails, stable distributions, Value-at-Risk, time series modeling

Cite this

Khindanova, I., Atakhanova, Z., & Rachev, S. (2004). GARCH-type Processes in Modeling Energy Prices. In G. Anastassiou, & S. Rachev (Eds.), Handbook of Computational and Numerical Methods in Finance (pp. 71-110). Birkhauser Verlag Basel. https://doi.org/10.1007/978-0-8176-8180-7

GARCH-type Processes in Modeling Energy Prices. / Khindanova, Irina; Atakhanova, Zauresh; Rachev, Svetlozar.

Handbook of Computational and Numerical Methods in Finance. ed. / George Anastassiou; Svetlozar Rachev. Birkhauser Verlag Basel, 2004. p. 71-110.

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Khindanova, I, Atakhanova, Z & Rachev, S 2004, GARCH-type Processes in Modeling Energy Prices. in G Anastassiou & S Rachev (eds), Handbook of Computational and Numerical Methods in Finance. Birkhauser Verlag Basel, pp. 71-110. https://doi.org/10.1007/978-0-8176-8180-7
Khindanova I, Atakhanova Z, Rachev S. GARCH-type Processes in Modeling Energy Prices. In Anastassiou G, Rachev S, editors, Handbook of Computational and Numerical Methods in Finance. Birkhauser Verlag Basel. 2004. p. 71-110 https://doi.org/10.1007/978-0-8176-8180-7
Khindanova, Irina ; Atakhanova, Zauresh ; Rachev, Svetlozar. / GARCH-type Processes in Modeling Energy Prices. Handbook of Computational and Numerical Methods in Finance. editor / George Anastassiou ; Svetlozar Rachev. Birkhauser Verlag Basel, 2004. pp. 71-110
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