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
Keywords :
Energy , Weak-form market efficiency , Fractional integration , Long memory , wavelets
Journal title :
Review of Financial Economics
Journal title :
Review of Financial Economics