Analysis of Structural Changes in Financial Datasets Using the Breakpoint Test and the Markov Switching Model
The price movements of commodities are determined by changes in the expectations about future economic variables. Crude oil price is non-stationary, highly volatile, and unstructured in nature, which makes it very difficult to predict over short-to-medium time horizons. Some analysts have indicated...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
MDPI
2020
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/25400/ https://doi.org/10.3390/sym12030401 |
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