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Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates.

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Bibliographic Details
Title: Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates.
Authors: Zhu, Ke1 (AUTHOR) kzhu@amss.ac.cn, Li, Wai Keung2 (AUTHOR) hrntlwk@hku.hk, Yu, Philip L. H.2 (AUTHOR)
Source: Journal of Business & Economic Statistics. Oct2017, Vol. 35 Issue 4, p528-542. 15p.
Database: Business Source Ultimate
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ISSN:07350015
DOI:10.1080/07350015.2015.1123634