Accurate Estimated Model of Volatility Crude Oil Price
<p class="Pa9">Crude oil price (COP) data are time-series data that are assessed as having both volatility and heteroscedasticity variance. One of the best models that can be applied to address the heteroscedasticity problem is GARCH (generalized autoregressive conditional heterosced...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2020-08-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/9513 |