Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach
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Publication:507996
DOI10.1016/j.cam.2016.10.012zbMath1415.91325OpenAlexW2536591032MaRDI QIDQ507996
Mehdi Zolfaghari, Bahram Sahabi
Publication date: 9 February 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.10.012
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
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