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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Games and Economic Behavior – 2006
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Econometrica – 2006
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International Journal of Industrial Organization – 2006
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The B.E. Jounal of Macroeconomics – 2007
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Economics Letters – 2006
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Journal of Economic Theory – 2006