What can we learn from the history of gasoline crack spreads? : long memory, structural breaks and modeling implications
Yudong Wang; Chongfeng Wu
| Year of publication: |
2012
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|---|---|
| Authors: | Wang, Yudong ; Wu, Chongfeng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 2, p. 349-360
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| Subject: | Crack spread | Multifractal detrended moving average | Long-range auto-correlations | Modeling implications | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | ARMA-Modell | ARMA model | Theorie | Theory |
| 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/10009536826