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
Zdroj: European Journal of Interdisciplinary Studies. 2022, Vol. 14 Issue 1, p13-38. 26p.
Databáze: Academic Search Ultimate