Periodic seasonal reg-ARFIMA-GARCH models for daily electricity spot prices

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

Research output: Working paperProfessional

253 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages27
Publication statusPublished - 2005

Publication series

NameTI Discussion Paper
No.05/091-4

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