## Abstract In recent years there has been a considerable development in modelling nonβlinearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rat
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
β Scribed by Ahmad Zubaidi Baharumshah; Venus Khim-Sen Liew
- Book ID
- 106488378
- Publisher
- Springer US
- Year
- 2006
- Tongue
- English
- Weight
- 208 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0923-7992
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