Testing for causality in variance under nonstationarity in variance (Q1934163): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2007.02.032 / rank | |||
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| Property / OpenAlex ID: W2094076721 / rank | |||
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| Property / cites work: Unit Root Tests under Time-Varying Variances / 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 causality in variance in the presence of breaks / rank | |||
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Latest revision as of 04:02, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for causality in variance under nonstationarity in variance |
scientific article |
Statements
Testing for causality in variance under nonstationarity in variance (English)
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28 January 2013
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structural changes
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volatility
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causality
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variance breaks
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