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

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Bibliographische Detailangaben
Veröffentlicht in:Energy economics
1. Verfasser: Tabak, Benjamin Miranda (VerfasserIn)
Weitere Verfasser: Cajueiro, Daniel Oliveira (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2007
Schlagworte:
1983-2004 > Ölpreis > Volatilität > Zeitreihenanalyse > Ölmarkt > Welt > Aufsatz in Zeitschrift
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