Zobrazeno 1 - 2
of 2
pro vyhledávání: '"M. E. Archibong"'
Autor:
I. D. Essi, M. E. Archibong
Publikováno v:
Journal of Advances in Mathematics and Computer Science. :95-101
In this paper, the comparison of using garch (1, 1) and intergrated garch, igarch (1, 1) models on petroleum prices will be examined. This time-varying variation of asset returns as the horizon widens about kurtosis and volatility persistence are cal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7de3d6a7ac9441ebc7b030565d276e48
https://doi.org/10.9734/jamcs/2021/v36i230341
https://doi.org/10.9734/jamcs/2021/v36i230341
Autor:
I. D. Essi, M. E. Archibong
Publikováno v:
Asian Research Journal of Mathematics. :85-97
The work aims at investigating and establishing if Aggregational Gaussianity, (AG) is in the dynamics of petroleum prices. This AG aspect is the phenomenon in which the empirical distribution of log-returns tends to normality (or as the time scale ov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fee0f91eeb71abbdde947d3c4679ad3f
https://doi.org/10.9734/arjom/2021/v17i130267
https://doi.org/10.9734/arjom/2021/v17i130267