Modeling the West Texas Intermediate Crude Oil Price Volatility: A time-varying approach with stochastic volatility
Sabri Boubaker (),
Thai-Ha Le,
Manh Tien Bui and
Donghyun Park
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Sabri Boubaker: Métis Lab EM Normandie - EM Normandie - École de Management de Normandie = EM Normandie Business School, VNU - Vietnam National University [Hanoï]
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Date: 2021-11-13
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Published in International Congress of Energy, Economy and Security (ENSCON 2021), Istanbul Chamber of Commerce (ICC), Nov 2021, Istanbul, Turkey
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05077579
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