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Multivariate volatility modeling of electricity futures

Bibliographic reference Bauwens, Luc ; Hafner, Christian ; Pierret, Diane. Multivariate volatility modeling of electricity futures. In: Journal of Applied Econometrics, Vol. 28, no.5, p. 743-761 (2013)
Permanent URL http://hdl.handle.net/2078.1/135148
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