On the relationship between the prices of oil and the precious metals : revisiting with a multivariate regime-switching decision tree
Philippe Charlot; Vêlayoudom Marimoutou
| Year of publication: |
2014
|
|---|---|
| Authors: | Charlot, Philippe ; Marimoutou, Vêlayoudom |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 44.2014, p. 456-467
|
| Subject: | Multivariate GARCH | Dynamic correlations | Regime switching | Hidden Markov Decision Tree | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | Entscheidungsbaum | Decision tree | Korrelation | Correlation | Ölpreis | Oil price | Multivariate Analyse | Multivariate analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Preis | Price |
| 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/10010457143