Hybridization Model For Capturing Long Memory And Volatility Of Brent Crude Oil Price Data
The Brent crude oil price indices are typically nonlinear, nonstationary, and non-normal behavior with a long memory and high heteroscedasticity; hence, capturing the controlling properties of their changes is difficult. Subsequently, these phenomena weaken the validity and the accuracy of the re...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2022
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/59225/1/REMAL%20SHAHER%20HUSSIEN%20AL-GOUNMEEIN%20-%20TESIS%20cut.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|