Markov switching dynamic multivariate garch models for hedging on foreign exchange market
© Springer Nature Switzerland AG 2019. Foreign exchange rates is a significant factor affecting foreign transactions such as trade and investment. Foreign exchange rates, especially EUR/USD and GBP/USD, have a high fluctuation in recent years and lead a severe risk to investors. In this study, we co...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065614375&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65527 |
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| Institution: | Chiang Mai University |