Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Conference: Presentation at Commodity Markets Conference, Hannover

04.06.2016. Thijs Benschop attended the Commodity Markets Conference in Hannover, Germany and presented his work on “Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models”.