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

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

© 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...

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書目詳細資料
Main Authors:	Nguyen Trung Hung, Nguyen Ngoc Thach, Le Hoang Anh
格式:	Book Series
出版:	2018
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038855599&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58591
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