Browsing Institutt for industriell økonomi og teknologiledelse by Journals "International Research Journal of Finance and Economics"
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Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models
(Journal article, 2011)The argument that better volatility estimates can be obtained by using standard time-series techniques on non-parametric volatility measures constructed from high- frequency intradaily returns has been prevalent over the ...