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