Realized volatility and jump testing in the Japanese electricity spot market

  1. Ciarreta, A.
  2. Muniain, P.
  3. Zarraga, A.
Journal:
Empirical Economics

ISSN: 1435-8921,  0377-7332

Year of publication: 2020

Volume: 58

Issue: 3

Pages: 1143-1166

Type: Article

DOI: 10.1007/S00181-018-1577-6 GOOGLE SCHOLAR
Data source: Scopus