The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility.
Autor: | MUŞETESCU, Radu-Cristian1 radu.musetescu@rei.ase.ro, GRIGORE, George-Eduard1 grigoregeorge15@yahoo.com, NICOLAE, Simona2 nsim2005@yahoo.co |
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Zdroj: | European Journal of Interdisciplinary Studies. 2022, Vol. 14 Issue 1, p13-38. 26p. |
Databáze: | Academic Search Ultimate |
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