GARCH Models in Forecasting the Volatility of the World’s Oil Prices
Crossref DOI link: https://doi.org/10.1007/978-3-319-73150-6_53
Published Online: 2017-12-20
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hung, Nguyen Trung
Thach, Nguyen Ngoc
Anh, Le Hoang
License valid from 2017-12-20