Long memory in energy futures prices
Year of publication: |
2008
|
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Authors: | Elder, John ; Serletis, Apostolos |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 17.2008, 2, p. 146-155
|
Subject: | Rohstoffderivat | Commodity derivative | Energiemarkt | Energy market | Effizienzmarkthypothese | Efficient market hypothesis | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | USA | United States | 1994-2005 |
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