Modelling and forecasting monthly Brent crude oil prices: a long memory and volatility approach

Remal Shaher AlـGounmeein () and Mohd Tahir Ismail
Additional contact information
Remal Shaher AlـGounmeein: School of Mathematical Sciences, Universiti Sains Malaysia, Pulau Pinang, Malaysia

Statistics in Transition New Series, 2021, vol. 22, issue 1, 29-54

Abstract: The Standard Generalised Autoregressive Conditionally Heteroskedastic (sGARCH) model and the Functional Generalised Autoregressive Conditionally Heteroskedastic (fGARCH) model were applied to...

Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.exeley.com/exeley/journals/statistics_ ... attrans-2021-002.pdf (application/pdf)
https://www.exeley.com/statistics_in_transition/doi/10.21307/stattrans-2021-002 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:22:y:2021:i:1:p:29-54

DOI: 10.21307/stattrans-2021-002

Access Statistics for this article

More articles in Statistics in Transition New Series from Polish Statistical Association
Bibliographic data for series maintained by MPS Ltd. ().