"Computing stock price comovements with a three-regime panel smooth ..."

Fredj Jawadi, Souhir Chlibi, Abdoulkarim Idi Cheffou (2019)

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DOI: 10.1007/S10479-018-2805-3

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/JawadiCC19
Fredj Jawadi, Souhir Chlibi, Abdoulkarim Idi Cheffou:
Computing stock price comovements with a three-regime panel smooth transition error correction model. Ann. Oper. Res. 274(1-2): 331-345 (2019)

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