Markov switching GARCH models of currency turmoil in Southeast Asia
Celso Brunetti; Chiara Scotti; Roberto S. Mariano; Augustine H. H. Tan
| Year of publication: |
2008
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|---|---|
| Authors: | Brunetti, Celso ; Scotti, Chiara ; Mariano, Roberto S. ; Tan, Augustine H. H. |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202X. - Vol. 9.2008, 2, p. 104-128
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009869114