Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation
| Permalink: | http://skupnikatalog.nsk.hr/Record/nsk.NSK01001164242 |
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| Matična publikacija: |
Croatian review of economic, business and social statistics 6 (2020), 1 ; str. 27-42 |
| Glavni autori: | Žmuk, Berislav (Author), Kovač, Matej |
| Vrsta građe: | Članak |
| Jezik: | eng |
| Predmet: | |
| Online pristup: |
Elektronička verzija članka |