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 ...

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 ...

This is a preview. Log in through your library . Abstract Dairy commodity prices have become more volatile over the last 10–11 yr. The aim of this paper was to produce reliable price forecasts for the ...