Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach.
| Autor: | Chlibi, Souhir1, Jawadi, Fredj2, Sellami, Mohamed3 |
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| Zdroj: | Studies in Nonlinear Dynamics & Econometrics. Feb2017, Vol. 21 Issue 1, p47-63. 17p. 5 Charts. |
| Databáze: | Business Source Ultimate |
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