Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation and inference for conditional density based Granger causality measures |
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Nonparametric estimation and inference for conditional density based Granger causality measures (English)
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4 June 2014
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causality measures
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nonparametric estimation
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time series
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Bernstein copula density
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local bootstrap
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exchange rates
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volatility index
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dividend-price ratio
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liquidity stock returns
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