Title of article
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
Author/Authors
Benjamin M. Tabak، نويسنده , , Daniel O. Cajueiro، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
9
From page
28
To page
36
Keywords
long-range dependence , Oil prices , Volatility
Journal title
Energy Economics
Serial Year
2007
Journal title
Energy Economics
Record number
173996
Link To Document