Open AccessForecasting the Volatility of Coffee Arabica and Crude Oil Prices with a High Frequency Data
Author(s) -
Dawit Yeshiwas,
Endalew Tesfa
Publication year - 2019
Publication title -
journal of economics and sustainable development
Language(s) - English
DOI - 10.7176/jesd/10-23-04
Subject(s) - volatility (finance) , autoregressive conditional heteroskedasticity , econometrics , economics , brent crude , realized variance , crude oil , financial economics , engineering , petroleum engineering