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Joanna (Jia Jia) Wang
affiliation not provided to SSRN
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Scholarly Papers (1)
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1.
Stochastic Modelling of Volatility and Inter-relationships in the Australian Electricity Markets
Number of pages: 27
Posted: 18 Feb 2020
Joanna (Jia Jia) Wang and
Jennifer Chan
affiliation not provided to SSRN
and The University of Sydney
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Abstract:
Australian electricity price markets, bivariate SV models, skew t distribution
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