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.

Package details

AuthorChangyou Sun <cs258@msstate.edu>
MaintainerChangyou Sun <cs258@msstate.edu>
Package repositoryView on CRAN
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apt documentation built on May 1, 2020, 9:06 a.m.