Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution

Szabolcs Blazsek, Alvaro Escribano, and Adrian Licht

Year of publication:	[2020]
Authors:	Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrian
Publisher:	[Getafe (Spain)] : UC3M, Universidad Carlos III de Madrid
Subject:	Global Crude Oil Market \| Score-Driven Models \| Nonlinear Co-Integration \| Outliers And Structural Changes \| Markov Regime-Switching Models \| Welt \| World \| Markov-Kette \| Markov chain \| Ölmarkt \| Oil market \| Zeitreihenanalyse \| Time series analysis \| Ölpreis \| Oil price \| Volatilität \| Volatility

freely available

Full text |

More access options

e-archivo.uc3m.es

e-archivo.uc3m.es

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012221928

A service of the