Bayesian Calibration and Number of Jump Components in...

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Bayesian Calibration and Number of Jump Components in Electricity Spot Price Models

Gonzalez, Jhonny, Moriarty, John, Palczewski, Jan
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Year:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2714382
File:
PDF, 590 KB
english, 2016
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