'Non-Linear Dependence in Inter-War Exchange Rates: Some Further Evidence'
Year of publication: |
1999-12-15
|
---|---|
Authors: | McMillan, David ; Speight, Alan |
Institutions: | School of Economics and Finance, University of St. Andrews |
Subject: | Inter-war exchange rates | exponential smooth transition autoregression | ESTAR | GARCH | forecasting |
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