NAG, SURYADEEPTO; Basu, Sankarshan; Chakrabarty, Siddhartha P.
(Indian Econometric Society, 2022-03)
A higher order Markovian (HOM) model to capture the dynamics of commodity prices is proposed as an alternative to a Markovian model. In particular, the order of the former model, is taken to be the delay, in the response ...