Ruiqing Wang
School of Computer and Information Engineering, Anyang Normal University, Anyang, Henan 455000, China
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Ruiqing Wang, 2013. Research on Risk Measure of Electricity Market Based on Armax-garch Model with Conditional Skewed-t Distribution and Extreme Value Theory. Information Technology Journal, 12: 6184-6190.
DOI: 10.3923/itj.2013.6184.6190
URL: https://scialert.net/abstract/?doi=itj.2013.6184.6190
DOI: 10.3923/itj.2013.6184.6190
URL: https://scialert.net/abstract/?doi=itj.2013.6184.6190