Contagion around the October 1987 stock market crash (Q2383128): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2006.04.046
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+W3123639753
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+Q59362831
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+Causal modeling alternatives in operations research: overview and application.
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Volatility and Links between National Stock Markets
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Multivariate cointegration analysis of the Finnish-Japanese stock markets
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+Causation, prediction, and search
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+Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
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