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. - Elsevier, ISSN 0264-9993. - Vol. 33.2013, C, p. 174-181
|
Publisher: |
Elsevier |
Subject: | Energy model | Least squares estimation | Quadratic variations | Fractional mean-reversion processes | Monte Carlo simulation |
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