Hybridization Model For Capturing Long Memory And Volatility Of Brent Crude Oil Price Data
The Brent crude oil price indices are typically nonlinear, nonstationary, and non-normal behavior with a long memory and high heteroscedasticity; hence, capturing the controlling properties of their changes is difficult. Subsequently, these phenomena weaken the validity and the accuracy of the re...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | أطروحة |
| اللغة: | الإنجليزية |
| منشور في: |
2022
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://eprints.usm.my/59225/ |
| Abstract | Abstract here |