Pages that link to "Item:Q1927607"
From MaRDI portal
The following pages link to Testing for Granger causality in variance in the presence of causality in mean (Q1927607):
Displaying 4 items.
- International market links and volatility transmission (Q528027) (← links)
- Testing for causality in variance in the presence of breaks (Q1928692) (← links)
- Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)