Camargo, A. I., & Galván, J. A. Z. Exchange rate predictability: Multi-State Markov-Switching model and trend with controlled smoothness. Universidade de São Paulo (USP).
Chicago Style (17th ed.) CitationCamargo, Alejandro Islas, and Juan A. Zumaya Galván. Exchange Rate Predictability: Multi-State Markov-Switching Model and Trend with Controlled Smoothness. Universidade de São Paulo (USP).
MLA (9th ed.) CitationCamargo, Alejandro Islas, and Juan A. Zumaya Galván. Exchange Rate Predictability: Multi-State Markov-Switching Model and Trend with Controlled Smoothness. Universidade de São Paulo (USP).
Warning: These citations may not always be 100% accurate.