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Realized volatility and jump testing in the Japanese electricity spot market

Crossref DOI link: https://doi.org/10.1007/s00181-018-1577-6

Published Online: 2018-10-17

Published Print: 2020-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Ciarreta, Aitor

Muniain, Peru

Zarraga, Ainhoa
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Text and Data Mining valid from 2018-10-17
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Article History

Received: 29 September 2017

Accepted: 10 September 2018

First Online: 17 October 2018