Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices

DOI10.1198/016214506000001022zbMath1284.62786WikidataQ60355377 ScholiaQ60355377MaRDI QIDQ5307678

Siem Jan Koopman, Marius Ooms, M. Angeles Carnero

Publication date: 18 September 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000001022

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

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