Threshold vector error correction model and transaction cost variation
Year of publication: |
2024
|
---|---|
Authors: | Machado Junior, Pedro C. ; Chung, Chanjin ; Ng'ombe, John N. |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 42, p. 5058-5071
|
Subject: | Cointegration | flexible threshold model | Monte carlo simulation | threshold vector error correction model | transaction cost | Kointegration | Transaktionskosten | Transaction costs | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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