A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects (Q2884875)

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A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects
scientific article

    Statements

    title
    A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects (English)
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    author
    Kristofer Månsson
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    publication date
    18 May 2012
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    zbMATH Keywords
    power
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    size
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    42C40
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    62F03
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    65C05
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    zbMATH DE Number
    6036666
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    OpenAlex ID
    W2051883647
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