An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353)
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scientific article; zbMATH DE number 7269701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical study on the threshold cointegration of Chinese A and H cross-listed shares |
scientific article; zbMATH DE number 7269701 |
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An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (English)
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4 November 2020
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threshold cointegration
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threshold error correction model
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trading rules
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A\&H indices
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cross-listed shares
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