High-frequency Markov Switching Models in the Foreign Exchange Market
| Year of publication: |
2000
|
|---|---|
| Authors: | Marsh, I.W. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 19.2000, 2, p. 123-134
|