GARCH models in forecasting the volatility of the world’s oil prices

• المؤلفون الرئيسيون: Nguyen Trung Hung, Nguyen Ngoc Thach, Le Hoang Anh
• التنسيق: Book Series
• منشور في: 2018
• الموضوعات: Computer Science
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038855599&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/58591

© 2018, Springer International Publishing AG. This study was conducted to forecast the volatility of the world’s oil prices. Using the daily data of the WTI spot oil price collected from the US Energy Information Administration in the period from 01/02/1986 to 25/4/2016, estimation using models such...