Computing stock price comovements with a three-regime panel smooth transition error correction model
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Publication:1730719
DOI10.1007/S10479-018-2805-3zbMath1409.91214OpenAlexW2795714926MaRDI QIDQ1730719
Fredj Jawadi, Souhir Chlibi, Abdoulkarim Idi Cheffou
Publication date: 6 March 2019
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-2805-3
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