Markov Switching GARCH Models of Currency Turmoil in Southeast Asia

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Date: 2007-03-23 12:49:52 Statistics Technical analysis Currency Markov models Volatility Autoregressive conditional heteroskedasticity Markov chain Currency crisis Exchange rate Economics Mathematical finance International economics		Markov Switching GARCH Models of Currency Turmoil in Southeast Asia Add to Reading List Source URL: www.federalreserve.gov Download Document from Source Website File Size: 352,81 KB Share Document on Facebook

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