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Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices

Siem Jan Koopman (), Marius Ooms () and M. Angeles Carnero

Journal of the American Statistical Association, 2007, vol. 102, 16-27

Date: 2007
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Working Paper: Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices (2005) Downloads
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