Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model.

Autor: Chan, Jennifer S.K.1 (AUTHOR), Choy, S.T. Boris2 (AUTHOR) boris.choy@sydney.edu.au, Lam, Connie P.Y.1 (AUTHOR)
Zdroj: Communications in Statistics: Theory & Methods. May2014, Vol. 43 Issue 10-12, p2505-2515. 11p.
Databáze: Business Source Ultimate