Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices
Year of publication: |
2004-08-11
|
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Authors: | Ooms, Marius ; Carnero, M. Angeles ; Koopman, Siem Jan |
Institutions: | Econometric Society |
Subject: | GARCH | Long Memory |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 158 |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C5 - Econometric Modeling |
Source: |
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