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  • Search: subject:"Markov first order process"
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Subject
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Early Warning System 1 Markov first order process 1 regime switching 1 stock market 1 threshold 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Iwani, Niken 1 Luxianto, Rizky 1 Sulung, Liyu Adhika Sari 1 Wahyudi, Imam 1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Early Warning System in ASEAN Countries Using Capital Market Index Return: Modified Markov Regime Switching Model
Wahyudi, Imam; Luxianto, Rizky; Iwani, Niken; Sulung, … - Volkswirtschaftliche Fakultät, … - 2008
Asia’s financial crisis in July 1997 affects currency, capital market, and real market throughout Asian countries. Countries in southeast region (ASEAN), including Indonesia, Malaysia, Philippines, Singapore, and Thailand, are some of the countries where the crisis hit the most. In these...
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