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Long memory and crude oil's price predictability - MaRDI portal

Long memory and crude oil's price predictability (Q2241099)

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Long memory and crude oil's price predictability
scientific article

    Statements

    title
    Long memory and crude oil's price predictability (English)
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    author
    Roy Cerqueti
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    Viviana Fanelli
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    publication date
    8 November 2021
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7421956
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    OpenAlex ID
    W2974491988
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    Wikidata QID
    Q127225932
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