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An autoregressive approach to modeling commodity prices as a quasi-
fractional
Brownian
motion
Turvey, Calum Greig
;
Wongsasutthikul, Paitoon
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 54-75
Persistent link: https://www.econbiz.de/10011695541
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Time scale and fractionality in financial time series
Sproul, Thomas W.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 76-93
Persistent link: https://www.econbiz.de/10011695555
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