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Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern

โœ Scribed by Jose Alvarez-Ramirez; Jesus Alvarez; Ricardo Solis


Book ID
108121006
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
803 KB
Volume
32
Category
Article
ISSN
0140-9883

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We would like to thank an anonymous referee and Robert Webb (the Editor) for their helpful comments and suggestions that significantly improved the quality of the study. The ideas expressed in this study are those of the authors and do not necessarily reflect the views of Osaka Gas.