Periodic Heteroskedastic RegARFIMA for daily electricity spot prices

M. Ooms, S.J. Koopman, A.M. Carnero

Research output: Working paperProfessional

11 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages38
Publication statusPublished - 2003

Publication series

NameTI Discussion Papers
No.03-071/4

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