Do Forest Products Prices Display Long Memory?

Author:

Niquidet Kurt,Sun Lili

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Ecology,Global and Planetary Change

Reference87 articles.

1. Price linkages in the North American softwood lumber market;Baek;Canadian Journal of Forest Research,2006

2. U.S.-Canada softwood lumber trade: Measuring the market and welfare impacts of restrictions;Baek;Forest Science,2006

3. Long memory processes and fractional integration in econometrics;Baillie;Journal of Econometrics,1996

4. Fractional differencing modeling and forecasting of Eurocurrency deposit rates;Barkoulas;The Journal of Financial Research,1997

5. Fractional dynamics in international commodity prices;Barkoulas;Journal of Futures Markets,1997

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