The predictability of Asian exchange rates : evidence from Kalman filter and ARCH estimations
Year of publication: |
1997
|
---|---|
Authors: | Wang, Jian-xin |
Other Persons: | Wong, Hoi-in (contributor) |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 7.1997, 3, p. 231-252
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Asien | Asia | 1973-1995 |
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