On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree
Year of publication: |
2014-04-17
|
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Authors: | Charlot, Philippe ; Marimoutou, Vêlayoudom |
Institutions: | HAL |
Subject: | Multivariate GARCH | Dynamic correlations | Regime switching | Hidden Markov | Decision tree |
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