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NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
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Forecasting carbon futures volatility using GARCH models with energy volatilities Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11 | |
A semi-parametric approach for estimating critical fractiles under autocorrelated demand Lee, Yun Shin, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.1, pp.163 - 173, 2014-04 | |
Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility Rhee, Dong Woo; Byun, Suk Joon; Kim, Sol, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02 |
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