Markov-Switching Garch Models of Currency Crises in Southeast Asia

Saved in:

Bibliographic Details
Main Authors:	Mariano, Roberto S., Brunetti, Celso, Scotti, Chiara, TAN, Augustine H. H.
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2002
Subjects:	Asian Studies Econometrics Finance
Online Access:	https://ink.library.smu.edu.sg/soe_research/987
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Singapore Management University
Language:	English

Be the first to leave a comment!

Similar Items