Periodic Seasonal REG-ARFIMA-GARCH Models for Daily Electricity Spot Prices
Year of publication: |
[2007]
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Authors: | Koopman, Siem Jan |
Other Persons: | Ooms, Marius (contributor) ; Carnero, M. Angeles (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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