Testing for causality in variance under nonstationarity in variance (Q1934163): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Unit Root Tests under Time-Varying Variances / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A causality-in-variance test and its application to financial market prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A test for volatility spillover with application to exchange rates / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Testing for causality in variance in the presence of breaks / rank | |||
Normal rank | |||
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)
0 references
28 January 2013
0 references
structural changes
0 references
volatility
0 references
causality
0 references
variance breaks
0 references
