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
References: Add references at CitEc
Citations: View citations in EconPapers (101) Track citations by RSS feed
Downloads: (external link)
http://www.ingentaconnect.com/content/asa/jasa/2007/00000102/00000477/art00003 full text (application/pdf)
Access to full text is restricted to subscribers.
Working Paper: Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlasa:v:102:y:2007:p:16-27
Ordering information: This journal article can be ordered from
Access Statistics for this article
Journal of the American Statistical Association is currently edited by Leonard A. Stefanski
More articles in Journal of the American Statistical Association from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().