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Random walk smooth transition autoregressive models
Anderson, Heather M., (2006)
Do real exchange rates "mean revert" to productivity? A nonliner approach
Venetis, I. A., (2005)
Validity of weak-form market efficiency in Central and Eastern European Countries (CEECs) : evidence from linear and nonlinear unit root tests
Erdas, Mehmet Levent, (2019)
Revisiting the Martingale Hypothesis for Exchange Rates
Lee, Young-Sook, (2005)
Examination of Some More Powerful Modifications of the Dickey-Fuller Test
Leybourne, Stephen James, (2005)