Abstract
… OPEC’s goal was to try to establish stability in the … daily oil price return using the GARCH (1, 5) and GJR-GARCH (1, 5) models in the light of Asian financial crisis and the global financial …
Cite
CITATION STYLE
APA
Rufus Ayodeji, O. (2010). Oil Price Volatility, Global Financial Crisis and The Month-of-the-Year Effect. International Journal of Business and Management, 5(11). https://doi.org/10.5539/ijbm.v5n11p156
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