مرکز منطقه ای اطلاع رساني علوم و فناوري - Can Markov switching models predict excess foreign exchange returns?

Title of article :

Can Markov switching models predict excess foreign exchange returns?

Author/Authors :

Michael Dueker، نويسنده , , Christopher J. Neely، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

279

To page :

296

Keywords :

Technical trading rules , Markov switching , Exchange rates , Excess returns , predictability

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

193983

Link To Document :