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Why do regime switching models forecast so badly?

Roberto Dacco

Publication Data

Title Why do regime switching models forecast so badly?
Author Roberto Dacco
Contributors S. Satchell, S. Satchell
Publisher Birkbeck College, Department of Economics
Publication date 1995
Publication location London
Language English

Topics

Foreign exchange rates
Nonlinear theories
Economic forecasting

Catalogue Data

OBNB ID GB9705123
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 24p.,2p. of plates
P1042 Includes bibliography.

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Why do regime switching models forecast so badly? by Roberto Dacco. Published by Birkbeck College, Department of Economics in 1995. Publication and catalogue information, links to buy online and reader comments.

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