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Publications by Venus Khim-Sen Liew

Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models

Open Economies Review

English

Monetary Model of Exchange Rate for Thailand: Long-Run Relationship and Monetary Restrictions

Global Economic Review

International Relations

International Management

Political Science

English

Related publications

Smooth Transition Autoregressive Models — A Survey of Recent Developments

Econometric Reviews

English

Modelling and Forecasting Exchange-Rate Volatility With ARCHtype Models

IOSR Journal of Mathematics

English

Interval Forecast for Smooth Transition Autoregressive Model

AFRREV STECH: An International Journal of Science and Technology

English

The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)

English

Determinants of Japanese Yen Interest Rate Swap Spreads: Evidence From a Smooth Transition Vector Autoregressive Model

Journal of Futures Markets

English

Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Forecasting With Global Vector Autoregressive Models: A Bayesian Approach

Journal of Applied Econometrics

Social Sciences

English

Market Sentiment and Exchange Rate Directional Forecasting

Algorithmic Finance

Computational Mathematics

Computer Vision

Computer Science Applications

Pattern Recognition

English

Singular Spectrum Analysis and Autoregressive Models for Ecuadorian Shrimp Catch Forecasting

Boletin Geoologico y Minero

English