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~isPartOf:"Documents de travail du Centre d'Economie de la Sorbonne"
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The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics.
Diongue, Abdou Kâ
;
Guegan, Dominique
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2008
, asymmetric behavior and
leptokurtosis
. Efforts have been made worldwide to model the behaviour of the electricity's market price …
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