Long-term Memory in Electricity Prices: Czech Market Evidence
Year of publication: |
2013
|
---|---|
Authors: | KRISTOUFEK, Ladislav ; LUNACKOVA, Petra |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 63.2013, 5, p. 407-424
|
Publisher: |
Institut ekonomických studií |
Subject: | electricity | Hurst exponent | persistence | cycles |
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