A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting
| Year of publication: |
2012
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|---|---|
| Authors: | Liu, Li ; Wan, Jieqiu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 6, p. 2245-2254
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