Granger Causality Test in the Presence of Spillover Effects (Q3652744)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger Causality Test in the Presence of Spillover Effects |
scientific article |
Statements
Granger Causality Test in the Presence of Spillover Effects (English)
0 references
16 December 2009
0 references
GARCH
0 references
test
0 references
power
0 references
size
0 references
spillover
0 references
tables
0 references
