Author:
Ng’ang’a Faith Wacuka,Oleche Meleah
Publisher
Scientific Research Publishing, Inc.
Reference35 articles.
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2. Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
3. The use of GARCH models in VaR estimation
4. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
5. Oil prices and the terms of trade
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