Testing for causality in variance in the presence of breaks (Q1928692): Difference between revisions
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| Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank | |||
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| Property / cites work: A causality-in-variance test and its application to financial market prices / rank | |||
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| Property / cites work: A test for volatility spillover with application to exchange rates / rank | |||
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| Property / cites work: Testing for Granger causality in variance in the presence of causality in mean / rank | |||
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Latest revision as of 02:08, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for causality in variance in the presence of breaks |
scientific article |
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Testing for causality in variance in the presence of breaks (English)
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3 January 2013
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volatility
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causality tests
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structural change
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