Markov switching models for time series data with dramatic jumps

Sains Malaysiana

Volumn 41, Issue 3, 2012, Pages 371-377

  Yarmohammadi, Masoud ^a   Mostafaei, Hamidreza ^a   Safaei, Maryam ^a  

^a ISLAMIC AZAD UNIVERSITY   (Iran)

Author keywords

Fluctuations of exchange rate; Markov Switching Autoregressive model; Nonlinear times series models

Indexed keywords

EXCHANGE RATE; MARKOV CHAIN; NUMERICAL MODEL; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

IRAN;

EID: 84858376057     PISSN: 01266039     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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