2010•Journal of Wuhan University of Technology-Mater Sci EdRequires access

Volatility Analysis and Forecasting on WTI Crude Oil Price Based on GARCH Models

Jinlong Zhang

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Key concepts: Autoregressive conditional heteroskedasticity, West Texas Intermediate, Volatility (finance), Crude oil, Heteroscedasticity, Econometrics, Spot contract, Oil price

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