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A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting

Fuente: arXiv

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Bibliographic Details
Main Authors:	Giordano, Luca M., Morale, Daniela
Format:	Preprint
Published:	2019
Subjects:	Applications 60G22, 62P05, 60G55
Online Access:	Acceder al recurso
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