Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
Exponential Smooth Transition Autoregressive (ESTAR) model is widely adopted in the exchange rate study as its symmetrical distribution matches that of the symmetrical exchange rate adjustment behaviour. In contrast, another specification of STAR model, namely the LSTAR (logistic STAR) model is dis...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Munich University Library
2002
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| Online Access: | http://ir.unimas.my/18601/ http://ir.unimas.my/18601/ http://ir.unimas.my/18601/7/Forecasting%20Performance%20of%20Logistic%20STAR%20%28abstract%29.pdf |