Viewing Crude Oil Price Autocorrelations:Evidence from three regional crude oil prices
碩士 === 國立高雄第一科技大學 === 財務管理系碩士班 === 106 === The aim of this study is to provide a comprehensive description of dependence pattern of crude oil price return by studying a range of quantiles of the conditional return distribution using quantile autoregression. We use daily returns of crude oil price in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/bybnqj |