Cover Image

Can Markov switching models predict excess foreign exchange returns? [microform] / Michael Dueker and Christopher J. Neely.

Saved in:

Bibliographic Details
Online Access:	View revised edition online
Main Author:	Dueker, Michael
Corporate Author:	Federal Reserve Bank of St. Louis
Other Authors:	Neely, Christopher J.
Format:	Microfilm Book
Language:	English
Published:	[Saint Louis, Mo.] : Research Dept., Federal Reserve Bank of St. Louis, [2001]
Series:	Working paper (Federal Reserve Bank of St. Louis) ; 2001-021A. ASI microfiche library. Non-depository collection ; ASI 2001 9391-19.120.
Subjects:	Foreign exchange rates > Statistics. Foreign exchange rates > Forecasting > Econometric models. Markov processes.

Internet

View revised edition online

Online

Holdings details from Online
Call Number:	ASI 2001 9391-19.120
ASI 2001 9391-19.120	Available

Norlin Library - Government Information - Microform

Holdings details from Norlin Library - Government Information - Microform
Call Number:	ASI 2001 9391-19.120
ASI 2001 9391-19.120	Restricted Place a Hold