A markov-switching model of foreign exchange rates

A markov-switching model of foreign exchange rates

Dettagli Bibliografici
Autore principale: Yu, Joel C.
Natura: Libro
Lingua:English
Pubblicazione: Quezon City College of Business Administration, University of the Philippines c2009.
Serie:UPCBA professorial chair lecture no. 09-17
Soggetti:
Foreign exchange rates > Mathematical models.
Business cycles > Effect on monetary policy > Mathematical models.