A time series model for an exchange rate in a target zone with applications (Q292041)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A time series model for an exchange rate in a target zone with applications |
scientific article; zbMATH DE number 6591977
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A time series model for an exchange rate in a target zone with applications |
scientific article; zbMATH DE number 6591977 |
Statements
A time series model for an exchange rate in a target zone with applications (English)
0 references
10 June 2016
0 references
autoregressive conditional heteroskedasticity
0 references
exchange rate dynamics
0 references
nonlinear modelling
0 references
smooth transition autoregression
0 references
0 references
0.8140119910240173
0 references
0.8113314509391785
0 references
0.8112919330596924
0 references
0.7979521155357361
0 references
0.7951683402061462
0 references
