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