Pages that link to "Item:Q292041"
From MaRDI portal
The following pages link to A time series model for an exchange rate in a target zone with applications (Q292041):
Displaying 14 items.
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- An analytical approximation of target zone exchange rate functions: the technique of collocation (Q1127428) (← links)
- Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models (Q1672749) (← links)
- Quantile unit root inference for panel data with common shocks (Q2083566) (← links)
- Constant elasticity of variance models with target zones (Q2164570) (← links)
- The valuation of options on foreign exchange rate in a target zone (Q2806367) (← links)
- An LSTAR model with two thresholds and its application to RMB exchange rate forecast (Q2859769) (← links)
- A statistical analysis of the diffusion models for the exchange rate in a target zone (Q2886514) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations (Q5881690) (← links)
- On the mean-reverting properties of target zone exchange rates: A cautionary note (Q5940904) (← links)
- Transition from the Taylor rule to the zero lower bound (Q6039105) (← links)
- Smooth transition simultaneous equation models (Q6106612) (← links)
- Can one hear the shape of a target zone? (Q6170032) (← links)
