Can GARCH-class models capture long memory in WTI crude oil markets?
| Year of publication: |
2011
|
|---|---|
| Authors: | Wang, Yudong ; Wu, Chongfeng ; Wei, Yu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 28.2011, 3, p. 921-928
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