Open AccessModelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
Author(s) -
Faith Wacuka Ng’ang’a,
Meleah Oleche
Publication year - 2022
Publication title -
journal of financial risk management
Language(s) - English
Resource type - Journals
eISSN - 2167-9541
pISSN - 2167-9533
DOI - 10.4236/jfrm.2022.111008
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , volatility (finance) , economics , statistic , heteroscedasticity , crude oil , brent crude , oil price , vector autoregression , mean squared error , statistics , mathematics , engineering , monetary economics , petroleum engineering
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