Estimating trends in weather series: consequences for pricing derivatives
Penzer, Jeremy; and Jewson, Stephen
(2006)
Estimating trends in weather series: consequences for pricing derivatives.
Studies in Nonlinear Dynamics and Econometrics, 10 (3).
article 9.
ISSN 1081-1826
| Item Type | Article |
|---|---|
| Departments | Statistics |
| Date Deposited | 20 Aug 2008 09:48 |
| URI | https://researchonline.lse.ac.uk/id/eprint/15069 |