A regime switching long memory model for electricity prices (Q291856)
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scientific article; zbMATH DE number 6591856
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A regime switching long memory model for electricity prices |
scientific article; zbMATH DE number 6591856 |
Statements
A regime switching long memory model for electricity prices (English)
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10 June 2016
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cointegration
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electricity prices
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forecasting
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fractional integration and cointegration
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long memory
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Markov switching
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0.8870911598205566
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0.8442211747169495
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0.8202240467071533
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0.8153684735298157
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0.811673641204834
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