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Volumn 344, Issue 1-2, 2004, Pages 312-316
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Asymmetric price transmission within the Portuguese stock market
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Author keywords
Asymmetric price transmission; Cointegration; Threshold adjustment
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Indexed keywords
ERROR CORRECTION;
FINANCE;
INVENTORY CONTROL;
MARKETING;
MATHEMATICAL MODELS;
PARAMETER ESTIMATION;
ASYMMETRIC PRICE TRANSMISSION;
COINTEGRATION;
PRICING;
THRESHOLD ADJUSTMENT;
REGRESSION ANALYSIS;
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EID: 5444266285
PISSN: 03784371
EISSN: None
Source Type: Journal
DOI: 10.1016/j.physa.2004.06.141 Document Type: Conference Paper |
Times cited : (6)
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References (3)
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