## ABSTRACT The hedging of weather risks has become extremely relevant in recent years, promoting the diffusion of weatherโderivative contracts. The pricing of such contracts requires the development of appropriate models for the prediction of the underlying weather variables. Within this framework
Forecasting time series with long memory and level shifts
โ Scribed by Namwon Hyung; Philip Hans Franses
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 97 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0277-6693
- DOI
- 10.1002/for.937
No coin nor oath required. For personal study only.
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