Modeling and analysis for stock return movements along with exchange rates and interest rates in Markov regime-switching models

Suyi Kim, So-Yeun Kim, Kyungmee Choi. Modeling and analysis for stock return movements along with exchange rates and interest rates in Markov regime-switching models. Cluster Computing, 22(Suppl 1):2039-2048, 2019. [doi]

Abstract

Abstract is missing.