Threshold vector error correction model and transaction cost variation

Pedro C. Machado Junior, Chanjin Chung and John N. Ng’ombe

Year of publication:	2024
Authors:	Machado Junior, Pedro C. ; Chung, Chanjin ; Ng'ombe, John N.
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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