Computing stock price comovements with a three-regime panel smooth transition error correction model
Fredj Jawadi, Souhir Chlibi, Abdoulkarim Idi Cheffou
| Year of publication: |
2019
|
|---|---|
| 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: | Börsenkurs | Share price | Kointegration | Cointegration | Panel | Panel study | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-018-2805-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000778