Density forecasts of emerging markets' exchange rates using Monte Carlo simulation with regime switching
Krystian Jaworski
| Year of publication: |
2018
|
|---|---|
| Authors: | Jaworski, Krystian |
| Published in: |
Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance. - Cham : Springer International Publishing, ISBN 978-3-319-76228-9. - 2018, p. 13-21
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-76228-9_2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013369075