Modelling exchange rates using regime switching models

Sains Malaysiana

Volumn 35, Issue 2, 2006, Pages 55-62

  Ismail, Mohd Tahir ^a   Isa, Zaidi ^a  

^a Universiti Sains dan Teknologi   (Malaysia)

Author keywords

Exchange rates; Model selection criteria; Nonlinearity; Regime switching model

Indexed keywords

EID: 34548708428     PISSN: 01266039     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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