Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models
Year of publication: |
2013
|
---|---|
Authors: | Caporin, Massimiliano ; Preś, Juliusz |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 4, p. 339-352
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
Similar items by person
-
Modelling and forecasting wind speed intensity for weather risk management
Caporin, Massimiliano, (2012)
-
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano, (2012)
-
Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models
Caporin, Massimiliano, (2013)
- More ...