Testing for Granger causality in variance in the presence of causality in mean (Q1927607): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2004.04.006
@@ Property / DOI: 10.1016/j.econlet.2004.04.006 / rank @@
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@@ Property / OpenAlex ID @@
+W2006655012
@@ Property / OpenAlex ID: W2006655012 / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+A causality-in-variance test and its application to financial market prices
+Normal rank
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
+Normal rank
@@ Property / cites work @@
+A test for volatility spillover with application to exchange rates
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2004.04.006
@@ Property / DOI: 10.1016/J.ECONLET.2004.04.006 / rank @@
+Normal rank