"Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign ..."

Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta (2019)

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DOI: 10.1007/978-3-030-04200-4_57

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta:
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market. ECONVN 2019: 806-817

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