Can the Markov switching model with time varying transition probabilities forecast exchange rates?
Bong-Han Kim; Joon-Haeng Lee
Year of publication: |
2001
|
---|---|
Authors: | Kim, Bong-han ; Lee, Joon-haeng |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 13850362. - Vol. 17.2001, 2, p. 287-309
|
Saved in:
Saved in favorites
Similar items by person
-
Can the Markov switching model with time varying transition probabilities forecast exchange rates?
Kim, Bonghan, (2001)
-
Regime switching with time-varying transition probabilities
Diebold, Francis X., (1993)
-
Valuation of long-maturity KIKO options under the stochastic volatility model
Lee, Joon-haeng, (2014)
- More ...