A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price
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- Hamidreza Mostafaei & Ali Akbar Rahimzadeh Sani & Samira Askari, 2013. "A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 3(2), pages 137-142.
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Keywords
Stochastic processes Multiple structural change tests Oil price GMM and MLE estimation Simulation;Statistics
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