%0 Journal Article
%T Computing stock price comovements with a three-regime panel smooth transition error correction model
%A Jawadi, Fredj
%A Chlibi, Souhir
%A Cheffou, Abdoulkarim
%J Annals of Operations Research
%V 274
%N 2
%P 331-345
%@ 0254-5330
%D 2018-04-02
%I Springer US
%~ DeepDyve