Work

Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model

Year: 2020

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.123532

Authors: Ling Lin, Yong Jiang, Helu Xiao, Zhongbao Zhou

Institutions: Hunan Agricultural University, Nanjing Audit University, Hunan Normal University, Hunan University

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: Education Department of Hunan Province, National Natural Science Foundation of China, Natural Science Foundation of Hunan Province, Hunan Agricultural University

Awards: G3091071286, G3591646274, G4969948904, 基于DEA的投资组合评价与投资策略优化研究, 基于随机DEA的绿色投资组合评价与优化研究

OpenAlex ID: W2998835447

FWCI: 6.362

Cites: 71

Cited by: 63

Related to: 10