Title of article :
Long memory in energy futures prices
Author/Authors :
John Elder، نويسنده , , Apostolos Serletis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
10
From page :
146
To page :
155
Keywords :
Energy , Weak-form market efficiency , Fractional integration , Long memory , wavelets
Journal title :
Review of Financial Economics
Serial Year :
2008
Journal title :
Review of Financial Economics
Record number :
231372
Link To Document :
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