Copula-based nonlinear modeling of the law of one price for lumber products
Barry K. Goodwin, Matthew T. Holt, Gülcan Önel, Jeffrey P. Prestemon
| Year of publication: |
May 2018
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|---|---|
| Authors: | Goodwin, Barry K. ; Holt, Matthew T. ; Onel, Gulcan ; Prestemon, Jeffrey P. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 54.2018, 3, p. 1237-1265
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| Subject: | Law of one price | Copulas | Nonlinear time series models | Preiskonvergenz | Price convergence | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1235-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011949514