Supply and demand driven oil price changes and their non-linear impact on precious metal returns: a Markov regime switching approach
- Creator: Uddin, Gazi Salah , Rahman, Md Lutfur , Shahzad, Syed Jawad Hussain , Rehman, Mobeen Ur
- Resource Type: journal article
- Date: 2018
A Bayesian analysis of a regime switching volatility model
- Creator: Livingston Jr, Glen
- Resource Type: thesis
- Date: 2017