Liew, Venus Khim-Sen; Baharumshah, Ahmad Zubaidi; Lau, … - Volkswirtschaftliche Fakultät, … - 2002
Exponential Smooth Transition Autoregressive (ESTAR) model is widely adopted in the exchange rate study as its … validity of this hypothesis that the ESTAR exchange rate model is superior to LSTAR exchange rate model on the basis of … version as well as the ESTAR model, which has thus far been deemed the most appropriate nonlinear exchange rate model. …
