A markov-switching model of foreign exchange rates

A markov-switching model of foreign exchange rates

Detalhes bibliográficos
Autor principal: Yu, Joel C.
Formato: Livro
Idioma:English
Publicado em: Quezon City College of Business Administration, University of the Philippines c2009.
Colecção:UPCBA professorial chair lecture no. 09-17
Assuntos:
Foreign exchange rates > Mathematical models.
Business cycles > Effect on monetary policy > Mathematical models.