Threshold cointegration and nonlinear adjustment to the law of one price (Q2783445)
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scientific article; zbMATH DE number 1730229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold cointegration and nonlinear adjustment to the law of one price |
scientific article; zbMATH DE number 1730229 |
Statements
16 April 2002
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cointegration
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threshold models
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nonlinearities
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law of one price
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Threshold cointegration and nonlinear adjustment to the law of one price (English)
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