Markov-Switching Garch Models of Currency Crises in Southeast Asia
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Main Authors: | Mariano, Roberto S., Brunetti, Celso, Scotti, Chiara, TAN, Augustine H. H. |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2002
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/soe_research/987 |
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Institution: | Singapore Management University |
Language: | English |
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