Long Memory in German Energy Price Indices
Year of publication: |
2012
|
---|---|
Authors: | Barros, Carlos Pestana ; Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Institutions: | CESifo |
Subject: | energy prices | Germany | fractional integration | persistence | breaks and outliers |
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Long Memory in German Energy Price Indices
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Long memory in German energy price indices
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