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

Author： Chan Jennifer S.K.   Choy S.T. Boris   Lam Connie P.Y.  

Publisher： Taylor & Francis Ltd

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.43, Iss.10-12, 2014-05, pp. : 2505-2515

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