Detecting market transitions and energy futures risk management using principal components

Journal Article (2005)
Author(s)

SA Borovkova (TU Delft - Old - EWI Ch. Statistics<2004)

Research Group
Old - EWI Ch. Statistics<2004
DOI related publication
https://doi.org/doi:10.1080/13518470500377380
More Info
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Publication Year
2005
Research Group
Old - EWI Ch. Statistics<2004
Issue number
6-7
Volume number
12
Pages (from-to)
495-512

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