On Robust Testing and Modelling of Threshold-Type Non-Linearity in ASEAN Foreign Exchange Markets
Year of publication: |
2011
|
---|---|
Authors: | Chan, Wai-Sum ; Hung, King-Chi |
Published in: |
Asia-Pacific Journal of Risk and Insurance. - De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 5.2011, 2
|
Publisher: |
De Gruyter |
Subject: | Exchange rate bands | SETAR models | outliers |
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