Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.
Year of publication: |
2010
|
---|---|
Authors: | Liebl, Dominik |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Factor Analysis | functional time series data | sparse data | electricity spot market prices | European Electricity Exchange (EEX) |
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