Multivariate Markov-switching score-driven models : an application to the global crude oil market
Szabolcs Blazsek, Alvaro Escribano and Adrian Licht
| Year of publication: |
2022
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| Authors: | Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrian |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 3, p. 313-335
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| Subject: | global crude oil market | markov regime-switching models | nonlinear co-integration | score-driven models | structural changes | Welt | World | Markov-Kette | Markov chain | Ölmarkt | Oil market | Ölpreis | Oil price | Strukturwandel | Structural change | Schätzung | Estimation | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2020-0099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334746