GARCH-type Processes in Modeling Energy Prices

Irina Khindanova, Zauresh Atakhanova, Svetlozar Rachev

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English
Title of host publication	Handbook of Computational and Numerical Methods in Finance
Editors	George Anastassiou, Svetlozar Rachev
Publisher	Birkhauser Verlag Basel
Pages	71-110
ISBN (Print)	978-0-8176-3219-9
DOIs	https://doi.org/10.1007/978-0-8176-8180-7
Publication status	Published - 2004

Keywords

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

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title = "GARCH-type Processes in Modeling Energy Prices",

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T1 - GARCH-type Processes in Modeling Energy Prices

AU - Khindanova, Irina

AU - Atakhanova, Zauresh

AU - Rachev, Svetlozar

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

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BT - Handbook of Computational and Numerical Methods in Finance

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