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