Journal of Applied Econometrics, Vol. 10, No. 3 (Jul. - Sep., 1995), pp. 273-285 (13 pages) Maximum likelihood is used to estimate a generalized autoregressive conditional heteroskedastic (GARCH) ...

Journal of Applied Econometrics, Vol. 28, No. 5 (August 2013), pp. 743-761 (19 pages) We model the dynamic volatility and correlation structure of electricity futures of the European Energy Exchange ...

Insurance Mathematics & Economics, 2015;61 ():110-124. Insurance Mathematics & Economics can be contacted at: Elsevier Science Bv, PO Box 211, 1000 Ae Amsterdam, Netherlands.

References [1] Introduction to Financial Econometrics, Mathematics, and Statistics. In Financial Econometrics, Mathematics and Statistics, pp. 1–15. Springer (2019). [2] Introduction.