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Publications by Rafał Weron
Understanding Intraday Electricity Markets: Variable Selection and Very Short-Term Price Forecasting Using LASSO
International Journal of Forecasting
International Management
Business
Goodness-Of-Fit Testing for the Marginal Distribution of Regime-Switching Models With an Application to Electricity Spot Prices
AStA Advances in Statistical Analysis
Statistics
Probability
Applied Mathematics
Economics
Analysis
Econometrics
Modeling
Simulation
Social Sciences
Models for Heavy-Tailed Asset Returns
Visualization Tools for Insurance Risk Processes
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