2014•Energy PolicyRequires access

True or spurious long memory in volatility: Further evidence on the energy futures markets

Lanouar Charfeddine

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Key concepts: Volatility (finance), Spurious relationship, Futures contract, Long memory, Autoregressive conditional heteroskedasticity, Econometrics, Economics, Crude oil

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True or spurious long memory in volatility: Further evidence on the energy futures markets — Research Paper | ScholarLens