Modelling East Asian exchange rates : a Markov-switching approach
Year of publication: |
2004
|
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Authors: | Caporale, Guglielmo Maria ; Spagnolo, Nicola |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 4, p. 233-242
|
Subject: | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Markov-Kette | Markov chain | Theorie | Theory | Ostasien | East Asia | Ökonometrisches Modell | Econometric model |
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