Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719)
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scientific article; zbMATH DE number 7032696
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| English | Computing stock price comovements with a three-regime panel smooth transition error correction model |
scientific article; zbMATH DE number 7032696 |
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Computing stock price comovements with a three-regime panel smooth transition error correction model (English)
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6 March 2019
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comovement
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developed and emerging stock markets
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nonlinearity
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multiple regimes
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pstecm
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0.7857769727706909
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0.7167459726333618
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0.7117395401000977
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0.7069330811500549
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0.7030605673789978
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