مقالة · مجلة · 2022

Performance of Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Models in Modeling Volatility of Brent Crude Oil Price

S. D. Gbolagade, G. M. Oyeyemi, A. O. Abidoye, T. J. Adejumo, A. I. Okegbade

Ilorin Journal of Science

• وصول مفتوح · ذهبي

اقرأه10.54908/iljs.2022.09.01.002