Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
| Year of publication: |
2007
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|---|---|
| Authors: | Tabak, Benjamin M. ; Cajueiro, Daniel O. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 29.2007, 1, p. 28-36
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