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Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model
Chan, Jennifer S.K., Choy, S.T. Boris, Lam, Connie P.Y.Volume:
43
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2013.788714
Date:
May, 2014
File:
PDF, 173 KB
english, 2014