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Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation Cover

Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation

By: Berislav Žmuk and  Matej Kovač  
Open Access
|Jun 2020

References

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Language: English
Page range: 27 - 42
Submitted on: Apr 3, 2020
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Accepted on: May 10, 2020
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Published on: Jun 8, 2020
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

© 2020 Berislav Žmuk, Matej Kovač, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.