Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach |
scientific article |
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Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (English)
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30 March 2023
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stock price comovements
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vector threshold cointegration
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vector threshold error correction model (VTECM)
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