Pages that link to "Item:Q5939173"
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The following pages link to A test for volatility spillover with application to exchange rates (Q5939173):
Displayed 26 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)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Volatility contagion: a range-based volatility approach (Q738077) (← links)
- Foreign ownership and volatility dynamics of Indonesian stocks (Q928167) (← links)
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← 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)
- Testing for causality in variance under nonstationarity in variance (Q1934163) (← 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)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Extreme risk spillover network: application to financial institutions (Q4555151) (← links)
- Time-varying economic dominance in financial markets: A bistable dynamics approach (Q4575499) (← links)
- (Q4986371) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- The effect of spillover on the Granger causality test (Q5123631) (← links)
- (Q5207165) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)