Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Year of publication: |
2011
|
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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 | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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