Can the Markov switching model with time varying transition probabilities forecast exchange rates?
Year of publication: |
2001
|
---|---|
Authors: | Kim, Bonghan ; Lee, Joon-haeng |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 17.2001, 2, p. 287-309
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Theorie | Theory |
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