Can the Markov switching model with time varying transition probabilities forecast exchange rates?
Bong-Han Kim; Joon-Haeng Lee
| Year of publication: |
2001
|
|---|---|
| Authors: | Kim, Bong-han ; Lee, Joon-haeng |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 13850362. - Vol. 17.2001, 2, p. 287-309
|
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: The Korean economic review |
| Source: |
Persistent link: https://www.econbiz.de/10009934450