Pages that link to "Item:Q2851573"
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The following pages link to A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood (Q2851573):
Displaying 5 items.
- Exploring the WTI crude oil price bubble process using the Markov regime switching model (Q1783335) (← links)
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
- A segmented generalized Markov regime-switching model with its application in financial time series data (Q5107743) (← links)
- (Q5125149) (← links)
- Some explicit expressions for GBM with Markovian switching and parameter estimations (Q6118234) (← links)