Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Yudong Wang; Li Liu
| Year of publication: |
2010
|
|---|---|
| Authors: | Wang, Yudong ; Liu, Li |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 987-992
|
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Ölmarkt | Oil market | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008934354