Hybridization Model For Capturing
Long Memory And Volatility Of
Brent Crude Oil Price Data

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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...

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Bibliographic Details
Main Author:	Al-Gounmeein, Remal Shaher Hussien
Format:	Thesis
Language:	English
Published:	2022
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/59225/ http://eprints.usm.my/59225/1/REMAL%20SHAHER%20HUSSIEN%20AL-GOUNMEEIN%20-%20TESIS%20cut.pdf

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