A Statistical Characterization of MCX Crude Oil Price with Regard to Persistence Behavior and Seasonal Anomaly
A Bhattacharjee, JM Prosad… - … and Computer Science …, 2023 - Wiley Online Library
The chapter investigates long‐term persistence behavior followed by seasonal anomaly in
MCX crude oil returns. Daily return data for the period of 2009 to 2018 is considered for this …
MCX crude oil returns. Daily return data for the period of 2009 to 2018 is considered for this …