A regime switching long memory model for electricity prices (Q291856)
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scientific article; zbMATH DE number 6591856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regime switching long memory model for electricity prices |
scientific article; zbMATH DE number 6591856 |
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A regime switching long memory model for electricity prices (English)
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10 June 2016
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cointegration
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electricity prices
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forecasting
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fractional integration and cointegration
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long memory
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Markov switching
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