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apt: Asymmetric Price Transmission
Asymmetric price transmission between two time series is assessed. Several functions are available for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.
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Package details |
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| Author | Changyou Sun <cs258@msstate.edu> |
| Maintainer | Changyou Sun <cs258@msstate.edu> |
| License | GPL |
| Version | 3.0 |
| Package repository | View on CRAN |
| Installation |
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