Regime switching models in the foreign exchange market
Wai-Mun Chia, Mengling Li and Huanhuan Zheng
| Year of publication: |
2014
|
|---|---|
| Authors: | Chia, Wai-mun ; Li, Mengling ; Zheng, Huanhuan |
| Published in: |
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella. - Cham : Springer, ISBN 978-3-319-07469-6. - 2014, p. 201-223
|
| Subject: | Australischer Dollar | Australian dollar | US-Dollar | US dollar | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätzung | Estimation | USA | United States | 2000-2013 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011286585