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...
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| 格式: | Thesis |
| 语言: | English |
| 出版: |
2022
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| 在线阅读: | http://eprints.usm.my/59225/1/REMAL%20SHAHER%20HUSSIEN%20AL-GOUNMEEIN%20-%20TESIS%20cut.pdf |
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