A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood

✍ Scribed by Zou, Wei; Chen, Jiahua

• Book ID: 121819941
• Publisher: John Wiley and Sons
• Year: 2013
• Tongue: French
• Weight: 691 KB
• Volume: 41
• Category: Article
• ISSN: 0319-5724
• DOI: 10.1002/cjs.11173