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. A graphical user interface is also included for major functions included in the package, so users can also use these functions in a more intuitive way.

AuthorChangyou Sun <cs258@msstate.edu>
Date of publication2016-02-25 23:01:55
MaintainerChangyou Sun <cs258@msstate.edu>
LicenseGPL
Version2.5

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