The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 47, No. 4 (December/décembre 2019), pp. 668-687 (20 pages) In this article, a semiparametric time-varying nonlinear vector ...
Two methods of parameter estimation for a general nonlinear autoregressive process with beta-ARCH innovations are discussed and the large sample properties of the estimators for each method are ...
Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key ...
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