20062019

Research output per year

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Research Output

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Working paper
2012

Fitting semiparametric Markov regime-switching models to electricity spot prices

Eichler, M. & Türk, D. D. T., 1 Jan 2012, Maastricht: METEOR, Maastricht University School of Business and Economics, 16 p. (METEOR Research Memorandum; No. 035).

Research output: Working paperProfessional

Open Access
File
219 Downloads (Pure)

Modeling spike occurrences in electricity spot prices for forecasting

Eichler, M., Grothe, O., Manner, H. & Türk, D. D. T., 1 Jan 2012, Maastricht: METEOR, Maastricht University School of Business and Economics, 17 p. (METEOR Research Memorandum; No. 029).

Research output: Working paperProfessional

Open Access
File
262 Downloads (Pure)
2009

Fitting dynamic factor models to non-stationary time series

Eichler, M., Motta, G. & von Sachs, R., 1 Jan 2009, Maastricht: METEOR, Maastricht University School of Business and Economics, 36 p. (METEOR Research Memorandum; No. 002).

Research output: Working paperProfessional

Open Access
File
316 Downloads (Pure)

On Granger-causality and the effect of interventions in time series

Eichler, M. & Didelez, V., 1 Jan 2009, Maastricht: METEOR, Maastricht University School of Business and Economics, 28 p. (METEOR Research Memorandum; No. 003).

Research output: Working paperProfessional

Open Access
File
358 Downloads (Pure)