Modelling Petroleum Prices between Garch and Intergeated Garch, (Igarch)
M. E. Archibong & I. D. Essi · Journal of Advances in Mathematics and Computer Science · 2021
In this paper, the comparison of using garch (1, 1) and intergrated garch, igarch (1, 1) models on petroleum prices will be examined. This time-varying variation of asset returns as the horizon widens about kurtosis and volatility persistence are calculated and the results shows...
Open access
Research Article
10.9734/jamcs/2021/v36i230341