An Analysis of Price-Volume Relation in Crude Oil Future Market- An Application of Markov-Switching Vector Autoregression Model
碩士 === 國立嘉義大學 === 應用經濟學系研究所 === 98 === The purpose of this study is analysis the price-volume relation of crude oil future market by Granger causality test. And we use Markov switching model to adjust the problem of structure change that we only can handle by separate subjectively the sample into a...
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| Format: | Others |
| Language: | zh-TW |
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57923841718786736730 |