Department of Economics and Business Economics

 A regime switching long memory model for electricity prices

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Niels Haldrup
  • Morten Ørregaard Nielsen, Cornell University, United States
  • School of Economics and Management
Original languageEnglish
JournalJournal of Econometrics
Pages (from-to)349-376
Number of pages27
Publication statusPublished - 2006

See relations at Aarhus University Citationformats

ID: 3624523