Blar i Scientific Publications in Economics and Finance på emneord "VDP::Social science: 200::Economics: 210::Econometrics: 214"
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A critical view on temperature modelling for application in weather derivatives markets
(Journal article; Peer reviewed, 2012)In this paper we present a stochastic model for daily average temperature. The model contains seasonality, a low-order autoregressive component and a variance describing the heteroskedastic residuals. The model is estimated ...