A new nonlinear asymmetric cointegration approach using error correction models (Q2974963)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new nonlinear asymmetric cointegration approach using error correction models |
scientific article |
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A new nonlinear asymmetric cointegration approach using error correction models (English)
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11 April 2017
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cointegration
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error correction models
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Monte Carlo simulations
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nonlinear asymmetric price transmissions
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Nordpool
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