Energy Economics · 2003 · 207 citations · 11 references
EconomicsHistorical Simulation ApproachFinancial EconomicsAsset PricingEconomic ForecastingRisk ManagementRisk ’BusinessEconometricsEconomic AnalysisEnergy CommodityCommodity Price IndexCommodity MarketFinance
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Generalized autoregressive conditional heteroskedasticity
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