The following pages link to (Q3408228):
Displaying 3 items.
- Forecasting the covolatility of coffee arabica and crude oil prices: a multivariate GARCH approach with high-frequency data (Q2183896) (← links)
- Determinants of high crude oil price: a nonstationary extreme value approach (Q2301217) (← links)
- Enhancing the predictability of crude oil markets with hybrid wavelet approaches (Q2315403) (← links)