Asian country exchange rate forecasts- A Markov-switching approach
碩士 === 國立高雄應用科技大學 === 國際企業系 === 97 === This article compares the forecasting performance of the Markov switching Autoregressive Model (MS-AR) models with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Autoregressive (AR) Model to establish and examine ten Asian developing (ind...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84951372457024389751 |