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Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching
Haldrup, Niels, Nielsen, Frank, Nielsen, Morten ØrregaardYear:
2007
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1150111
File:
PDF, 3.77 MB
english, 2007