A markov-switching model of foreign exchange rates

A markov-switching model of foreign exchange rates

Dades bibliogràfiques
Autor principal: Yu, Joel C.
Format: Llibre
Idioma:English
Publicat: Quezon City College of Business Administration, University of the Philippines c2009.
Col·lecció:UPCBA professorial chair lecture no. 09-17
Matèries:
Foreign exchange rates > Mathematical models.
Business cycles > Effect on monetary policy > Mathematical models.