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

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.

You are here

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