Testing for causality in variance in the presence of breaks (Q1928692): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / 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 Granger causality in variance in the presence of causality in mean / rank | |||
Normal rank | |||
Latest revision as of 02:08, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for causality in variance in the presence of breaks |
scientific article |
Statements
Testing for causality in variance in the presence of breaks (English)
0 references
3 January 2013
0 references
volatility
0 references
causality tests
0 references
structural change
0 references
