Pages that link to "Item:Q1915462"

The following pages link to A causality-in-variance test and its application to financial market prices (Q1915462):

Displaying 18 items.

• Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Volatility contagion: a range-based volatility approach (Q738077) (← links)
• Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
• Dynamic causality between stock return and exchange rate: is stock-oriented hypothesis more relevant in Malaysia? (Q1627835) (← links)
• Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
• Testing for Granger causality in variance in the presence of causality in mean (Q1927607) (← links)
• Testing for causality in variance in the presence of breaks (Q1928692) (← links)
• A model-free characterization of causality (Q1929121) (← links)
• A Lagrange multiplier test for causality in variance (Q1929453) (← links)
• Testing for causality in variance under nonstationarity in variance (Q1934163) (← links)
• Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
• Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
• Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
• Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← links)
• Variance (Non) Causality in Multivariate GARCH (Q3432677) (← links)