Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Chunming Yuan
| Year of publication: |
2011
|
|---|---|
| Authors: | Yuan, Chunming |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 2, p. 342-362
|
| Subject: | Exchange rate | Forecasting | Markov-switching | Smoothing | HP-filter | Wechselkurs | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009304115