Application of Arima and Garch models in forecasting crude oil prices

Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile. The fluctuation of crude oil prices has affected many related sectors and stock market indices. Hence, forecasting the crude oil prices is essential to avoid the future prices of the non-...

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主要作者: Lee, Chee Nian
格式: Thesis
语言:English
出版: 2009
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在线阅读:http://eprints.utm.my/id/eprint/12354/6/LeeCheeNianMFS2009.pdf
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