Testing for Granger causality in variance in the presence of causality in mean (Q1927607): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2004.04.006 / rank | |||
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Latest revision as of 00:46, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Granger causality in variance in the presence of causality in mean |
scientific article |
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Testing for Granger causality in variance in the presence of causality in mean (English)
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1 January 2013
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causality in variance
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GARCH
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