Do the Markov Switching-based Hybrid Models Perform Better in Forecasting Exchange Rates?

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Bibliographic Details
Title: Do the Markov Switching-based Hybrid Models Perform Better in Forecasting Exchange Rates?
Authors: Du, Jiangze1, Yu, Runfang2, Li, Jin3,4 jinli@xidian.edu.cn, Lai, Kin Keung5,6
Source: Emerging Markets Finance & Trade. 2019, Vol. 55 Issue 7, p1497-1515. 19p. 9 Charts, 4 Graphs.
Database: Business Source Ultimate
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ISSN:1540496X
DOI:10.1080/1540496X.2018.1557516