Why use Markov-switching models in exchange rate prediction?
Hsiu-Yun Lee, Show-Lin Chen
| Year of publication: |
2006
|
|---|---|
| Authors: | Lee, Hsiu-yun ; Chen, Show-lin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 23.2006, 4, p. 662-668
|
| Subject: | Markov-Kette | Markov chain | Wechselkurssystem | Exchange rate regime | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Wechselkurspolitik | Exchange rate policy | Rationale Erwartung | Rational expectations | Theorie | Theory |
| 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/10003353917