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Threshold Cointegration Model with Non-stationary Threshold Variable

20260 citationsPreprintgreen Open Access

Authors

JunYi Peng-Zhou · Czech Academy of Sciences, Economics Institute

Xiaojun Song · Peking University

Topics & Keywords

Economic Policies and Impacts Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.6070606

Threshold Cointegration Model with Non-stationary Threshold Variable | Researchclopedia