Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.
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Journal of the American Statistical Association – 2007
Koopman, S. J., M. Ooms, and M. A. Carnero
Journal of the American Statistical Association – 2007
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Journal of Economic Dynamics and Control – 2007
Comino, S., Mariel, P. and J. Sandonís
Spanish Economic Review – 2007
Kylymnyuk, D., L. Maliar, and S. Maliar
BE Journals in Macroeconomics Topics in Macroeconomics – 2007
Maliar, L., and S. Maliar
Studies in Nonlinear Dynamics and Econometrics – 2007
Goyal, S., and F. Vega-Redondo
Journal of Economic Theory – 2007
Mengel, F
Journal of Theoretical Biology – 2007
Kim, T.H., and C. Muller
Journal of Statistical Planning and Inference – 2007
Mossay, P.
Journal of Urban Economics – 2006
Pérez-Quirós, G., and H. Rodríguez
Journal of Money Credit and Banking – 2006