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

  1. Koopman, S.J.
  2. Ooms, M.
  3. Carnero, M.A.
Journal:
Journal of the American Statistical Association

ISSN: 0162-1459

Year of publication: 2007

Volume: 102

Issue: 477

Pages: 16-27

Type: Review

DOI: 10.1198/016214506000001022 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus