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A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting. (arXiv:1911.11795v1 [stat.AP]) http://arxiv.org/abs/1911.11795
A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting. (arXiv:1911.11795v1 [stat.AP]) http://arxiv.org/abs/1911.11795