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Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke, (2017)
Hierarchical GARCH
Brownlees, Christian, (2019)
Understanding the common dynamics of the emerging market currencies
Gülenay Chadwick, Meltem, (2015)
Expectations driven distortions in the foreign exchange market
Westerhoff, Frank H., (2001)
Heuristic expectation formation and business cycles : a simple linear model
Westerhoff, Frank H., (2008)
Business cycles, heuristic expectation formation, and contracyclical policies
Westerhoff, Frank H., (2006)