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    • Oil Price Volatility : GARCH, SVR-GARCH and EVT APPROACH 

      Akomaning, Bridget (North-West University (South Africa), 2019)
      Oil prices have been volatile over the past few years. Several models have been developed to describe volatility but the frequently used models are the ARCH and GARCH models. Research on GARCH and SVR-GARCH models have ...