Time-varying long range dependence in energy futures markets
Year of publication: |
2014
|
---|---|
Authors: | Sensoy, Ahmet ; Hacihasanoglu, Erk |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 46.2014, C, p. 318-327
|
Publisher: |
Elsevier |
Subject: | Energy markets | Futures markets | Market efficiency | Generalized Hurst exponent |
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