Testing for Granger causality in variance in the presence of causality in mean (Q1927607)

From MaRDI portal
Revision as of 15:08, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Testing for Granger causality in variance in the presence of causality in mean
scientific article

    Statements

    title
    Testing for Granger causality in variance in the presence of causality in mean (English)
    0 references
    author
    Theologos Pantelidis
    0 references
    Nikitas Pittis
    0 references
    publication date
    1 January 2013
    0 references
    zbMATH Keywords
    causality in variance
    0 references
    GARCH
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P20
    0 references
    62M10
    0 references
    62F03
    0 references
    65C05
    0 references
    zbMATH DE Number
    6120395
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1927607&oldid=14354452"
    Powered by MediaWiki