Modelling Return and Volatility of Oil Price using Dual Long Memory Models
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References listed on IDEAS
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More about this item
KeywordsOil price; return; volatility; dual long memory.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ENE-2014-05-04 (Energy Economics)
- NEP-ETS-2014-05-04 (Econometric Time Series)
- NEP-FOR-2014-05-04 (Forecasting)
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