Open AccessThe Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility
Author(s) -
Radu-Cristian MUȘETESCU,
George-Eduard Grigore,
Simoicolae
Publication year - 2022
Publication title -
european journal of interdisciplinary studies
Language(s) - English
Resource type - Journals
ISSN - 2067-3795
DOI - 10.24818/ejis.2022.02
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , econometrics , volatility clustering , economics , autoregressive model , brent crude , crude oil , conditional variance , heteroscedasticity , engineering , petroleum engineering
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