Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices (Q5307678)

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scientific article; zbMATH DE number 5191545
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English
Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices
scientific article; zbMATH DE number 5191545

    Statements

    title
    Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices (English)
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    author
    Siem Jan Koopman
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    Marius Ooms
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    M. Angeles Carnero
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    publication date
    18 September 2007
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    Identifiers

    zbMATH DE Number
    5191545
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    OpenAlex ID
    W2113427226
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    Wikidata QID
    Q60355377
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