Long memory in surface air temperature: Detection, modeling, and application to weather derivative valuation

Rodrigo Caballero Augi, S. Jewson, A. Brix

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

87 Citationer (Scopus)

Citationsformater

@article{65b56e5074c511dbbee902004c4f4f50,

title = "Long memory in surface air temperature: Detection, modeling, and application to weather derivative valuation",

author = "{Caballero Augi}, Rodrigo and S. Jewson and A. Brix",

year = "2002",

language = "English",

pages = "127--140",

journal = "Climate Reseach",

issn = "0936-577X",

publisher = "Inter research",

number = "21",

}