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

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

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

TitleA Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood
Publication TypeJournal Article
Year of Publication2013
AuthorsZou, W, Chen, J
JournalCanadian Journal of Statistics
Volume41
Pagination353–367