Can Markov switching models predict excess foreign exchange returns?
| Year of publication: |
2007
|
|---|---|
| Authors: | Dueker, Michael ; Neely, Christopher J. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 2, p. 279-296
|
| Publisher: |
Elsevier |