Markov-Switching Garch Models for Predicting Currency Crises in Southeast Asia

Author

Roberto S. Mariano, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

12-2002

Discipline

Asian Studies | Econometrics | Finance

Research Areas

Econometrics

Publication

Econometrics Conference (EC2)

Citation

Mariano, Roberto S.. Markov-Switching Garch Models for Predicting Currency Crises in Southeast Asia. (2002). Econometrics Conference (EC2).
Available at: https://ink.library.smu.edu.sg/soe_research/814