Modeling the Volatility of World Energy Commodity Prices Using the GARCH-Fractional Cointegration Model

Prajna Pramita Izati, Dedy Dwi Prastyo*, Muhammad Sjahid Akbar

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

1 Citation (Scopus)

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Economics, Econometrics and Finance

Computer Science

Mathematics