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~accessRights:"free"
~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Additive outliers"
~subject:"Mortality"
~subject:"Strompreis"
~subject:"Theory"
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Haldrup, Niels
9
Proietti, Tommaso
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Abate, Girum Dagnachew
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Callot, Laurent
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Kallestrup-Lamb, Malene
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ECONIS (ZBW)
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A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
2
Spikes and memory in (Nord Pool) electricity price spot prices
Proietti, Tommaso
;
Haldrup, Niels
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011750398
Saved in:
3
A generalized exponential time series regression model for electricity prices
Haldrup, Niels
;
Knapik, O.
;
Proietti, Tommaso
-
2016
Persistent link: https://www.econbiz.de/10011447820
Saved in:
4
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre
;
Haldrup, Niels
; …
-
2015
Persistent link: https://www.econbiz.de/10011409105
Saved in:
5
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
6
Space-time modeling of electricity spot prices
Abate, Girum Dagnachew
;
Haldrup, Niels
-
2015
Persistent link: https://www.econbiz.de/10010529454
Saved in:
7
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
8
Discriminating between fractional integration and spurious long memory
Haldrup, Niels
;
Kruse, Robinson
-
2014
Persistent link: https://www.econbiz.de/10010372529
Saved in:
9
Detection of additive outliers in seasonal time series
Haldrup, Niels
;
Montañés, Antonio
;
Sansó, Andreu
-
2009
Persistent link: https://www.econbiz.de/10003878802
Saved in:
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