Haldrup, N., Nielsen, F. S., & Nielsen, M. Ø. (2010). A vector autoregressive model for electricity prices subject to long memory and regime switching. Energy economics, 32(5), 1044-1058. https://doi.org/10.1016/j.eneco.2010.02.012
Chicago Style (17th ed.) CitationHaldrup, Niels, Frank S. Nielsen, and Morten Ørregaard Nielsen. "A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching." Energy Economics 32, no. 5 (2010): 1044-1058. https://doi.org/10.1016/j.eneco.2010.02.012.
MLA (9th ed.) CitationHaldrup, Niels, et al. "A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching." Energy Economics, vol. 32, no. 5, 2010, pp. 1044-1058, https://doi.org/10.1016/j.eneco.2010.02.012.
Warning: These citations may not always be 100% accurate.