Variance (Non) Causality in Multivariate GARCH (Q3432677): Difference between revisions
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Revision as of 12:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance (Non) Causality in Multivariate GARCH |
scientific article |
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Variance (Non) Causality in Multivariate GARCH (English)
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18 April 2007
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multivariate GARCH
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variance causality
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volatility
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FIB30 market
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