مرکز منطقه ای اطلاع رساني علوم و فناوري - Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility

Title of article :

Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility

Author/Authors :

Benjamin M. Tabak، نويسنده , , Daniel O. Cajueiro، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

To page :

Keywords :

long-range dependence , Oil prices , Volatility

Journal title :

Energy Economics

Serial Year :

2007

Journal title :

Energy Economics

Record number :

173996

Link To Document :