Markov-Switching Garch Models of Currency Crises in Southeast Asia
Saved in:
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: | |
Online Access: | https://ink.library.smu.edu.sg/soe_research/988 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Markov-Switching Garch Models of Currency Crises in Southeast Asia
by: Mariano, Roberto S., et al.
Published: (2002) -
Markov Switching GARCH Models of Currency Crises in Southeast Asia
by: BRUNETTI, Celso, et al.
Published: (2003) -
Markov-Switching Garch Models for Predicting Currency Crises in Southeast Asia
by: Mariano, Roberto S.
Published: (2002) -
Markov Regime Switching Models of Currency Crises in Southeast Asia
by: Mariano, Roberto S.
Published: (2002) -
A Predictive Model of Currency Crises in Southeast Asia - a Markov Chain Approach
by: Mariano, Roberto S.
Published: (2003)