A k- factor GIGARCH process : estimation and application to electricity market spot prices,
Year of publication: |
2004
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Authors: | Guegan, Dominique ; Diongue, Abdou Kâ ; Vignal, Bertrand |
Institutions: | HAL |
Subject: | GIGARCH process | estimation theory | Electricity spot prices |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00188533/en/ Published - Presented, Probabilistic methods applied to power systems, 2004, United States |
Source: |
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Estimating parameters for a k-GIGARCH process
Diongue, Abdou Kâ, (2004)
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Guegan, Dominique, (2003)
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Forecasting electricity spot market prices with a k-factor GIGARCH process
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