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

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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)
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    author
    Theologos Pantelidis
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    Nikitas Pittis
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    publication date
    1 January 2013
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    zbMATH Keywords
    causality in variance
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    GARCH
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F03
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    65C05
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    zbMATH DE Number
    6120395
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