A variable threshold band approach to measuring market linkages
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2012.671925
Reference22 articles.
1. Using threshold cointegration to estimate asymmetric price transmission in the Swiss pork market
2. Modelling the FF/MM rate by threshold cointegration analysis
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4. Threshold Cointegration
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