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2017•Studies in computational intelligenceRequires access

GARCH Models in Forecasting the Volatility of the World’s Oil Prices

Nguyen Trung Hung, Nguyễn Ngọc Thạch, Hoang Anh Le

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Key concepts: Autoregressive conditional heteroskedasticity, Volatility (finance), Econometrics, Economics, Financial economics, Computer science

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