Pages that link to "Item:Q2691690"
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The following pages link to Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690):
Displaying 3 items.
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
- The behaviour of US stock prices: Evidence from a threshold autoregressive model (Q2490475) (← links)
- THE BEHAVIOR OF A THRESHOLD MODEL OF MARKET PRICE IN STOCK EXCHANGE (Q4359189) (← links)