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
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Working Paper: Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlasa:v:102:y:2007:p:16-27
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