Can GARCH-class models capture long memory in WTI crude oil markets?
Year of publication: |
2011
|
---|---|
Authors: | Wang, Yudong ; Wu, Chongfeng ; Wei, Yu |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 3, p. 921-927
|
Subject: | Ölmarkt | Oil market | ARCH-Modell | ARCH model | USA | United States | 1990-2010 |
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