Granger causality and stopping times (Q317155)

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Granger causality and stopping times
scientific article

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    title
    Granger causality and stopping times (English)
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    author
    Ljiljana Petrović
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    Dragana Valjarević
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    Sladjana Dimitrijević
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    publication date
    30 September 2016
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    Mathematics Subject Classification ID
    60G40
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    60G07
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    60G44
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    zbMATH DE Number
    6631572
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    zbMATH Keywords
    causality
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    filtration
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    stopping times
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    martingale property
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    OpenAlex ID
    W2478518475
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