A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood
Article first published online: 14 JAN 2013
Copyright © 2013 Statistical Society of Canada
Canadian Journal of Statistics
Volume 41, Issue 2, pages 353–367, June 2013
How to Cite
Zou, W. and Chen, J. (2013), A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood. Can J Statistics, 41: 353–367. doi: 10.1002/cjs.11173
- Issue published online: 10 MAY 2013
- Article first published online: 14 JAN 2013
- Manuscript Accepted: 27 OCT 2012
- Manuscript Received: 11 AUG 2012
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