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apt: Asymmetric Price Transmission
The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.
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Package details |
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| Author | Changyou Sun [aut, cre] |
| Maintainer | Changyou Sun <edwinsun258@gmail.com> |
| License | GPL (>= 2) |
| Version | 4.0 |
| Package repository | View on CRAN |
| Installation |
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