"Can Markov Switching Based Hybrid Models Improve the Performance of ..."

Shan Ye, Jiangze Du (2018)

> Home

Details and statistics

DOI: 10.1016/J.PROCS.2018.10.283

access: open

type: Conference or Workshop Paper

metadata version: 2025-01-19

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - conf/itqm/YeD18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/itqm/YeD18
Shan Ye, Jiangze Du:
Can Markov Switching Based Hybrid Models Improve the Performance of Forecasting Exchange Rates? ITQM 2018: 321-328

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.