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Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2017, 卷号: 35, 期号: 4, 页码: 528-542
作者:  Zhu, Ke;  Li, Wai Keung;  Yu, Philip L. H.
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
Buffered AR-GARCH model  Buffered AR model  Exchange rate  GARCH model  Nonlinear time series  Threshold AR model