Markov-Switching Garch Models of Currency Crises in Southeast Asia

Markov-Switching Garch Models of Currency Crises in Southeast Asia

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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 2003
Subjects:
Asian Studies
Econometrics
Finance
Online Access:https://ink.library.smu.edu.sg/soe_research/988
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/988

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