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
18
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