An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market

التفاصيل البيبلوغرافية
العنوان:	An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market
المؤلفون:	Russo, Emilio^Aff1, Spagnolo, Fabio^Aff2, Mamon, Rogemar^{Aff3, Aff4}
المساهمون:	Mamon, Rogemar S., editor^Aff001, Elliott, Robert J., editor^Aff002
المصدر:	Hidden Markov Models in Finance. 104:133-153
قاعدة البيانات:	Springer Nature eBooks

الوصف
ردمك:	9780387710815 9780387711638
DOI:	10.1007/0-387-71163-5_9