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- W2362100896 abstract "According to the aggregation characteristics of WTI crude oil price volatility,it is concluded based on the GARCH model that the WTI crude oil price volatility is mostly influenced by outside factors,but also lasts long time. Then,it is shown according to the test of GARCH-M model that the WTI crude oil price volatility owns the financial market characteristics of high income with high risk. Finally,it is indicated by the test of EGARCH Model that the WTI crude oil price volatility has the characteristics of lever effect,which means that the WTI crude oil price volatility is more affected by bad news,and thus taking on the characteristics of the main rise in price." @default.
- W2362100896 created "2016-06-24" @default.
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- W2362100896 date "2013-01-01" @default.
- W2362100896 modified "2023-09-26" @default.
- W2362100896 title "The Test of WTI Crude Oil Price Volatility Characteristics Based on GARCH Cluster Models" @default.
- W2362100896 hasPublicationYear "2013" @default.
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