Long Memory in German Energy Price Indices
Year of publication: |
2012
|
---|---|
Authors: | Barros, Carlos P. ; Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Energy prices | Germany | fractional integration | persistence | breaks and outliers |
Extent: | application/pdf |
---|---|
Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 1186 25 pages long |
Classification: | C32 - Time-Series Models ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
-
Long Memory in German Energy Price Indices
Barros, Carlos Pestana, (2012)
-
Long memory in German energy price indices
Barros, Carlos Pestana, (2012)
-
Long memory in German energy price indices
Barros, Carlos P., (2012)
- More ...
-
Testing Unemployment Theories: A Multivariate Long Memory Approach
Caporale, Guglielmo Maria, (2013)
-
Fractional Integration and Cointegration in US Financial Time Series Data
Caporale, Guglielmo Maria, (2011)
-
Persistence and Cyclical Dependence in the Monthly Euribor Rate
Caporale, Guglielmo Maria, (2011)
- More ...