Forecasting Volatilities of Crude Oil Prices
碩士 === 國立交通大學 === 經營管理研究所 === 95 === This thesis studies the volatilities of three major crude oil prices: Western Texas, Dubai & Amman, and Brent. The data are daily oil prices from January 3, 2000 to February 7, 2007. Changes of these three oil prices significantly relate to each other, wit...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/66160117611976378683 |