Ho, Jen Sim, Wei Chong Choo, Ruxian Zhangyu, Choy Leong Yee, and Wei Theng Lau. 2022. “Forecasting the High-Frequency Exchange Rate Volatility With Smooth Transition Exponential Smoothing”. Asian Academy of Management Journal of Accounting and Finance 18 (2):241–269. https://doi.org/10.21315/aamjaf2022.18.2.10.