Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices
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Publication:5307678
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
62P20: Applications of statistics to economics
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