Mohseni et al., 2017 - Google Patents
Estimating Stock Price in Energy Market Including Oil, Gas, and Coal: The Comparison of Linear and Non-Linear Two-State Markov Regime Switching ModelsMohseni et al., 2017
View PDF- Document ID
- 5781851665350923456
- Author
- Mohseni R
- Sakhtkar Modallal L
- Publication year
- Publication venue
- Interdisciplinary Journal of Management Studies (Formerly known as Iranian Journal of Management Studies)
External Links
Snippet
A common method to study the dynamic behavior of macroeconomic variables is using linear time series models; however, they are unable to explain nonlinear behavior of the series. Given the dependency between stock market and derivatives, the behavior of the …
- OKTJSMMVPCPJKN-UHFFFAOYSA-N carbon 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[C] 0 title abstract description 5
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