Computing stock price comovements with a three-regime panel smooth transition error correction model
Year of publication: |
2019
|
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Authors: | Jawadi, Fredj ; Chlibi, Souhir ; Cheffou, Abdoulkarim Idi |
Published in: |
Annals of operations research ; volume 274, numbers 1/2 (March 2019). - New York, NY, USA : Springer. - 2019, p. 331-345
|
Subject: | Schätzung | Estimation | Börsenkurs | Share price | Kointegration | Cointegration | Panel | Panel study | Theorie | Theory |
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