Modelling East Asian exchange rates : a Markov-switching approach
Guglielmo Maria Caporale and Nicola Spagnolo
| Year of publication: |
2004
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Spagnolo, Nicola |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 4, p. 233-242
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| Subject: | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Markov-Kette | Markov chain | Theorie | Theory | Ostasien | East Asia | Ökonometrisches Modell | Econometric model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001939262