Component structure for nonstationary time series: Application to benchmark oil prices
| Year of publication: |
2008
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Hammoudeh, Shawkat ; Thompson, Mark A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 17.2008, 5, p. 971-984
|