An empirical estimation for mean-reverting coal prices with long memory
Year of publication: |
2013
|
---|---|
Authors: | Sun, Qi ; Xu, Weijun ; Xiao, Weilin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 174-181
|
Subject: | Energy model | Least squares estimation | Quadratic variations | Fractional mean-reversion processes | Monte Carlo simulation | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Zeitreihenanalyse | Time series analysis |
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