A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices

Title:: A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices
Document type:: Zeitschriftenaufsatz
Author(s):: Leonhardt, Daniel; Ware, Antony; Zagst, Rudi
Journal title:: Risks
Year:: 2017
Journal volume:: 5
Journal issue:: 4
Pages contribution:: 48
Fulltext / DOI:: doi:10.3390/risks5030048
Publisher:: MDPI AG
E-ISSN:: 2227-9091
Date of publication:: 12.09.2017
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