Pages that link to "Item:Q5931138"
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The following pages link to Causality tests and conditional heteroskedasticity: Monte Carlo evidence (Q5931138):
Displayed 4 items.
- Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation (Q529715) (← links)
- The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
- Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
- VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS (Q5204676) (← links)