Markov-Switching Garch Models of Currency Crises in Southeast Asia

Author

Roberto S. Mariano, Singapore Management UniversityFollow
Celso Brunetti
Chiara Scotti
Augustine H. H. TAN, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

1-2003

Discipline

Asian Studies | Econometrics | Finance

Research Areas

Econometrics

Publication

Annual meeting of the Econometric Society

Citation

Mariano, Roberto S.; Brunetti, Celso; Scotti, Chiara; and TAN, Augustine H. H.. Markov-Switching Garch Models of Currency Crises in Southeast Asia. (2003). Annual meeting of the Econometric Society.
Available at: https://ink.library.smu.edu.sg/soe_research/988

Comments

revision presented at the annual meeting of the Econometric Society, Washington, D.C., ( 01/2003 : 01/2003)