Computing stock price comovements with a three-regime panel smooth transition error correction model
Crossref DOI link: https://doi.org/10.1007/s10479-018-2805-3
Published Online: 2018-04-02
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jawadi, Fredj https://orcid.org/0000-0003-3655-8391
Chlibi, Souhir
Cheffou, Abdoulkarim Idi
Text and Data Mining valid from 2018-04-02
Article History
First Online: 2 April 2018