Journal of forecasting. 2000;19(2):123-134. doi: 10.1002/(sici)1099-131x(200003)19:2<123::aid-for750>3.0.co;2-c Q12.72025
High-frequency Markov switching models in the foreign exchange market
DOI: 10.1002/(sici)1099-131x(200003)19:2<123::aid-for750>3.0.co;2-c
摘要