๐”– Bobbio Scriptorium
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On the internal consistency of short-term, medium-term and long-term oil price forecasts

โœ Scribed by Ruelke, Jan Christoph; Pierdzioch, Christian; Stadtmann, Georg


Book ID
126566394
Publisher
Taylor and Francis Group
Year
2011
Tongue
English
Weight
748 KB
Volume
44
Category
Article
ISSN
0003-6846

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This study examines the short-and long-term dependence in the United States and 21 international equity market indexes. Two heteroscedastic-robust testing methods, the modified rescaled range analysis and the rescaled variance ratio test, are employed to test for the existence of dependence. The evi