A regime switching long memory model for electricity prices

Niels Haldrup () and Morten Nielsen

Journal of Econometrics, 2006, vol. 135, issue 1-2, 349-376

Date: 2006
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Citations: View citations in EconPapers (146)

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Working Paper: A Regime Switching Long Memory Model for Electricity Prices (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:135:y:2006:i:1-2:p:349-376

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