Authors
Berislav Žmuk
University of Zagreb, Faculty of Economics and Business, Department of Statistics, Zagreb, Croatia
Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation
By: Berislav Žmuk and Matej Kovač
DOI: https://doi.org/10.2478/crebss-2020-0003 | Journal eISSN: 2459-5616
Language: English
Page range: 27 - 42
Submitted on: Apr 3, 2020
|Accepted on: May 10, 2020
|Published on: Jun 8, 2020
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
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© 2020 Berislav Žmuk, Matej Kovač, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.