Forecasting performance of logistic star exchange rate model: the original and reparameterised versions / Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Sie-Hoe Lau
The Exponential Smooth Transition Autoregressive (ESTAR) model is widely adopted in exchange rate studies as its symmetrical distribution matches that of symmetrical exchange rate adjustment behaviour. In contrast, another specification of the STAR model, namely the LSTAR (logistic STAR) model is di...
| Format: | Article |
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| Language: | English |
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Universiti Teknologi MARA, Sarawak
2005
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| Online Access: | http://ir.uitm.edu.my/id/eprint/16769/ http://ir.uitm.edu.my/id/eprint/16769/1/AJ_VENUS%20KHIM-SEN%20LIEW%20JAS%2005.pdf |