A new t-test for the R/S analysis and long memory in agricultural commodity prices
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DOI: 10.1080/1350485042000240093
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Cited by:
- Sankarkumar, Amirdha Vasani & Selvam, Murugesan & Maniam, Balasundram & Sigo, Marxia Oli, 2017.
"Long memory features and relationship stability of Asia-Pacific currencies against USD,"
Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 13(1).
- Murugesan Selvam & Amirdha Vasani Sankarkumar & Balasundaram Maniam & Marxia Oli Sigo, 2017. "Long memory features and relationship stability of Asia-Pacific currencies against USD," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(1), pages 97-109, March.
- Power, Gabriel J. & Turvey, Calum G., 2010. "Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(1), pages 79-90.
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