Variance (Non) Causality in Multivariate GARCH (Q3432677)

From MaRDI portal
Revision as of 16:32, 25 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Variance (Non) Causality in Multivariate GARCH
scientific article

    Statements

    title
    Variance (Non) Causality in Multivariate GARCH (English)
    0 references
    publication date
    18 April 2007
    0 references
    zbMATH Keywords
    multivariate GARCH
    0 references
    variance causality
    0 references
    volatility
    0 references
    FIB30 market
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62P05
    0 references
    62H99
    0 references
    zbMATH DE Number
    5144206
    0 references
    OpenAlex ID
    W1991188287
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3432677&oldid=34934148"
    Powered by MediaWiki