Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
Top Cited Papers
- 31 January 2007
- journal article
- research article
- Published by Elsevier BV in Energy Economics
- Vol. 29 (1), 28-36
- https://doi.org/10.1016/j.eneco.2006.06.007
Abstract
No abstract availableKeywords
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