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Cointegration 1 Kointegration 1 Monte Carlo simulation 1 Monte carlo simulation 1 Monte-Carlo-Simulation 1 Theorie 1 Theory 1 Transaction costs 1 Transaktionskosten 1 flexible threshold model 1 threshold vector error correction model 1 transaction cost 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Chung, Chanjin 1 Machado Junior, Pedro C. 1 Ng'ombe, John N. 1
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Applied economics 1
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Threshold vector error correction model and transaction cost variation
Machado Junior, Pedro C.; Chung, Chanjin; Ng'ombe, John N. - In: Applied economics 56 (2024) 42, pp. 5058-5071
Persistent link: https://www.econbiz.de/10014560520
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