A Comparative Study on Box-Jenkins and Garch Models in Forecasting Crude Oil Prices

Siti Roslindar Yaziz, Maizah Hura Ahmad, Lee Chee Nian, Noryanti Muhammad
2011 Journal of Applied Sciences  
Crude oil is an important energy commodity to mankind.
doi:10.3923/jas.2011.1129.1135 fatcat:c4bt4kadofd2jjsrsspcxjm5mq