Density Forecasts of Emerging Markets’ Exchange Rates Using Monte Carlo Simulation with Regime Switching
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Publication:5198068
DOI10.1007/978-3-319-76228-9_2zbMath1425.91324OpenAlexW2799668727MaRDI QIDQ5198068
Publication date: 2 October 2019
Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-76228-9_2
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Macroeconomic theory (monetary models, models of taxation) (91B64)
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