Price convergence: Representation and testing
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DOI: 10.1016/j.econmod.2021.105641
Abstract: Abstract This paper provides a new, unified, and flexible framework to measure and characterize a convergence process in time series. We formally define a general notion of price convergence, which encompasses convergence as steady-state and… read more here.
Keywords: methodology; price convergence; convergence representation; price ... See more keywords