Periodic seasonal reg-ARFIMA-GARCH models for daily electricity spot prices
- Koopman, S.J.
- Ooms, M.
- Carnero, M.A.
ISSN: 0162-1459
Année de publication: 2007
Volumen: 102
Número: 477
Pages: 16-27
Type: Révision
ISSN: 0162-1459
Année de publication: 2007
Volumen: 102
Número: 477
Pages: 16-27
Type: Révision