Application of Arima and Garch models in forecasting crude oil prices

Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile. The fluctuation of crude oil prices has affected many related sectors and stock market indices. Hence, forecasting the crude oil prices is essential to avoid the future prices of the non-...

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Bibliographic Details
Main Author: Lee, Chee Nian (Author)
Format: Thesis
Published: 2009-11.
Subjects:
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