Hybridization Model For Capturing
Long Memory And Volatility Of
Brent Crude Oil Price Data

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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书目详细资料
主要作者:	Al-Gounmeein, Remal Shaher Hussien
格式:	Thesis
语言:	English
出版:	2022
主题:	QA1 Mathematics (General)
在线阅读:	http://eprints.usm.my/59225/1/REMAL%20SHAHER%20HUSSIEN%20AL-GOUNMEEIN%20-%20TESIS%20cut.pdf
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