Long memory in energy futures markets: Further evidence
Year of publication: |
2012
|
---|---|
Authors: | Wang, Yudong ; Wu, Chongfeng |
Published in: |
Resources Policy. - Elsevier, ISSN 0301-4207. - Vol. 37.2012, 3, p. 261-272
|
Publisher: |
Elsevier |
Subject: | Energy futures markets | Long memory | Rolling sample test | Extreme events | Multiscale analysis |
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