An empirical estimation for mean-reverting coal prices with long memory
Qi Sun; Weijun Xu; Weilin Xiao
| Year of publication: |
2013
|
|---|---|
| Authors: | Sun, Qi ; Xu, Weijun ; Xiao, Weilin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 174-181
|
| Subject: | Energy model | Least squares estimation | Quadratic variations | Fractional mean-reversion processes | Monte Carlo simulation | Monte-Carlo-Simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010192000