Detection of structural regimes and analyzing the impact of crude oil market on Canadian stock market : Markov regime-switching approach
Mohammadreza Mahmoudi and Hana Ghaneei
| Year of publication: |
2022
|
|---|---|
| Authors: | Mahmoudi, Mohammadreza ; Ghaneei, Hana |
| Subject: | Crude oil market | Markov switching VAR model | Toronto Stock Exchange Index | Markov-Kette | Markov chain | Kanada | Canada | Ölmarkt | Oil market | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility | VAR-Modell | VAR model | Börsenhandel | Stock exchange trading | Welt | World | Ölpreis | Oil price | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-09-2021-0352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013355249