Volatility model estimations of palm oil price returns via long-memory, asymmetric and heavy-tailed GARCH parameterization

Akram Hasanov, Mahendran Shitan

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)15 - 34
    Number of pages20
    JournalMalaysian Journal of Mathematical Sciences
    Volume8
    Issue number1
    Publication statusPublished - 2014

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