Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546)
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scientific article; zbMATH DE number 7679720
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| English | Multivariate Markov-switching score-driven models: an application to the global crude oil market |
scientific article; zbMATH DE number 7679720 |
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Multivariate Markov-switching score-driven models: an application to the global crude oil market (English)
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27 April 2023
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global crude oil market
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Markov regime-switching models
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nonlinear co-integration
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score-driven models
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structural changes
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