Commodities and financial variables : analyzing relationships in a changing regime environment
Ramaprasad Bhar; Shawkat Hammoudeh
| Year of publication: |
2011
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Hammoudeh, Shawkat |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 469-484
|
| Subject: | Multivariate Markov switching | Regime-dependency | Commodities | Financial variables | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009304009