Korean currency crisis and regime change : a multivariate GARCH model with Bayesian approach
Suduk Kim and Hiroki Tsurumi
Year of publication: |
2000
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Authors: | Kim, Suduk ; Tsurumi, Hiroki |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 7.2000, 1, p. 31-44
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Subject: | Währungskrise | Currency crisis | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Südkorea | South Korea | 1996-1998 |
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