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Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models. (2012). Medeiros, Marcelo ; Hillebrand, Eric.
In: CREATES Research Papers.
RePEc:aah:create:2012-30.

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  1. Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli.
    In: Working Papers.
    RePEc:pre:wpaper:201739.

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  2. Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6117.

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