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
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|---|---|
| Authors: | Charlot, Philippe ; Marimoutou, Vêlayoudom |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 44.2014, p. 456-467
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| 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 |