Modelling of crude oil prices using hybrid arima-garch model

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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書目詳細資料
主要作者:	Hashim, Napishah
格式:	Thesis
語言:	English
出版:	2015
主題:	QA Mathematics
在線閱讀:	http://eprints.utm.my/id/eprint/54070/1/NapishahHashimMFS2015.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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