Markov switching GARCH models of currency turmoil in Southeast Asia
Year of publication: |
2008
|
---|---|
Authors: | Brunetti, Celso ; Scotti, Chiara ; Mariano, Roberto S. ; Tan, Augustine H. H. |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 9.2008, 2, p. 104-128
|
Subject: | Währungskrise | Currency crisis | Finanzmarkt | Financial market | Bank | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | IV-Schätzung | Instrumental variables | Südostasien | Southeast Asia |
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