Do the Markov switching-based hybrid models perform better in forecasting exchange rates?
Jiangze Du, Runfang Yu, Jin Li, and Kin Keung Lai
| Year of publication: |
2019
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|---|---|
| Authors: | Du, Jiangze ; Yu, Runfang ; Li, Jin ; Lai, Kin Keung |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 7, p. 1497-1515
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| Subject: | exchange rate | forecasting | markov-switching | random walk | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Schätzung | Estimation | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1557516 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210811