Malaysian Tapis: A Closer Look into Additive Outliers and Persistence Volatility
As Malaysia is one of the countries, which relies on oil-related revenues for its economic planning, the modelling volatility in crude oil price may therefore have some implications for its policies which the present study intends to look into. Specifically, the main objective of the present study i...
| Published in: | Journal of Physics: Conference Series |
|---|---|
| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
Institute of Physics Publishing
2018
|
| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85058225018&doi=10.1088%2f1742-6596%2f1123%2f1%2f012041&partnerID=40&md5=31734664ceb225986bfa26aef5892589 |