Browsing Basic & Applied Sciences by Subject "GARCH"
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Modelling and forecasting monthly petroleum crude oil prices using a hybrid time series model
(2019)Crude oil is a naturally occurring resource composed of hydrocarbons and other organic material. Crude oil price exert a great impact on the global economy. Therefore, modelling and forecasting crude oil prices are ... -
Modelling Open Market Retail Price of Red Onions in Colombo using ARIMA-GARCH Mixed Model
(2019)Red onion is an important commodity in Sri Lankan culture which subject to high frequent fluctuations in retail price due to government policies, trade agreements and weather conditions like heavy rainfall. Objective ...