Open AccessDeveloped A Hybrid Sliding Window and GARCH Model for Forecasting of Crude Palm Oil Prices in Malaysia
Author(s) -
Amiratul Liyana Mohamad Hanapi,
Mahmod Othman,
Rajalingam Sokkalingam,
Hamzah Sakidin
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1123/1/012029
Subject(s) - autoregressive conditional heteroskedasticity , palm oil , sliding window protocol , econometrics , crude oil , benchmark (surveying) , series (stratigraphy) , variance (accounting) , statistics , mean squared error , window (computing) , mathematics , computer science , economics , environmental science , engineering , volatility (finance) , petroleum engineering , agroforestry , paleontology , accounting , geodesy , biology , geography , operating system