Modelling of crude oil prices using hybrid arima-garch model
Modelling of volatile data has become the area of interest in financial tim series recently. Volatility refers to the phenomenon where the conditional variance of the time series varies over time. The objective of this study is to compare the modelling performance of Generalized Autoregressive Condi...
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| 格式: | Thesis |
| 语言: | English |
| 出版: |
2015
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| 主题: | |
| 在线阅读: | http://eprints.utm.my/id/eprint/54070/1/NapishahHashimMFS2015.pdf |
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