Title
Markov-Switching Garch Models of Currency Crises in Southeast Asia
Publication Type
Conference Paper
Publication Date
9-2002
Discipline
Asian Studies | Econometrics | Finance
Research Areas
Econometrics
Publication
Presented at the European Community Economic / Econometric (EC2) Conference, Bologna, Italy, ( 09/2002: 09/2002)
Citation
Mariano, Roberto S.; Brunetti, Celso; Scotti, Chiara; and TAN, Augustine H. H..
Markov-Switching Garch Models of Currency Crises in Southeast Asia. (2002). Presented at the European Community Economic / Econometric (EC2) Conference, Bologna, Italy, ( 09/2002: 09/2002). Research Collection School Of Economics.
Available at: https://ink.library.smu.edu.sg/soe_research/987
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