Time-varying long range dependence in energy futures...

Energy Economics 2014 / 11 Vol. 46

Time-varying long range dependence in energy futures markets

Sensoy, Ahmet, Hacihasanoglu, Erk
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Volume:
46
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2014.09.023
Date:
November, 2014
File:
PDF, 862 KB
english, 2014
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