Long memory and crude oil's price predictability (Q2241099)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and crude oil's price predictability |
scientific article |
Statements
Long memory and crude oil's price predictability (English)
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8 November 2021
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commodities portfolio
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Hurst's exponent
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statistical arbitrage
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price predictability
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