Can Markov switching models replicate charist profits in the foreign exchange market?
By Hans Dewachter
| Year of publication: |
1997
|
|---|---|
| Authors: | Dewachter, Hans |
| Publisher: |
Leuven : Kath. Univ., Dep. Economie, Center for Economic Studies |
| Subject: | Devisenmarkt | Foreign exchange market | Markov-Kette | Markov chain | Theorie | Theory | Finanzanalyse | Financial analysis |
| Extent: | 36 Bl graph. Darst |
|---|---|
| Series: | International economics research paper. - Leuven, ZDB-ID 1217459-2. - Vol. 132 Discussion paper series / Center for Economic Studies, Leuven. - Leuven, ZDB-ID 2101570-3. - Vol. DPS 97.27 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. Bl. 20 - 22 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000649228