Univariate and Multivariate Markov Regime Switching Models for Currency Crisis Prediction

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Bibliographic Details
Main Author: Mariano, Roberto S.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2003
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/811
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Institution: Singapore Management University
Language: English
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