Causality tests and conditional heteroskedasticity: Monte Carlo evidence (Q5931138)
From MaRDI portal
scientific article; zbMATH DE number 1593929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causality tests and conditional heteroskedasticity: Monte Carlo evidence |
scientific article; zbMATH DE number 1593929 |
Statements
Causality tests and conditional heteroskedasticity: Monte Carlo evidence (English)
0 references
2 September 2001
0 references
simulation
0 references
ARCH
0 references
money-price relation
0 references
causality tests
0 references
conditional heteroskedasticity
0 references
