Browsing by Subject "ARCH Effects"

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    • Financial Time Series Modelling of Trends and Patterns in the Energy Markets 

      Aduda, Jane; Weke, Patrick; Ngare, Philip; Mwaniki, Joseph (Scientific Research Publishing Inc, 2016)
      Precise recognition of a time series path is important to policy makers, statisticians, economists, traders, hedgers and speculators alike. The correct time series path is also a key ingredient in pricing models. This ...