Browsing by Subject Regime switching
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
2017 | International portfolio flows and exchange rate volatility in emerging Asian markets | Caporale, GM; Menla Ali, F; Spagnolo, F; Spagnolo, N |
2016 | Portfolio flows and the US dollar-yen exchange rate | Menla Ali, F; Spagnolo, F; Spagnolo, N |
2010 | Regime switching volatility calibration by the Baum-Welch method | Mitra, S; Date, P |