Fitting semiparametric Markov regime-switching models to electricity spot prices

M. Eichler, D.D.T. Türk

Research output: Working paper / PreprintWorking paper

423 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages16
DOIs
Publication statusPublished - 1 Jan 2012

Publication series

SeriesMETEOR Research Memorandum
Number035

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