Self exciting threshold auto-regressive approach for non-linear modeling of daily electricity prices in the selected regions

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Title: Self exciting threshold auto-regressive approach for non-linear modeling of daily electricity prices in the selected regions
Author: Čulík, Miroslav
Valecký, Jiří
Citation: Ekonomická revue. 2009, roč. 12, č. 4, s. 183-190 : il.
URI: http://hdl.handle.net/10084/90103
URI: http://dx.doi.org/10.7327/cerei.2009.12.03
ISSN: 1212-3951
Rights: © Vysoká škola báňská - Technická univerzita Ostrava

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