A regime switching long memory model for electricity prices

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@article{97f60900bff811dbbee902004c4f4f50,

title = " A regime switching long memory model for electricity prices",

author = "Niels Haldrup and Nielsen, {Morten {\O}rregaard}",

year = "2006",

language = "English",

volume = "135",

pages = "349--376",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

}