Pages that link to "Item:Q1929453"
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The following pages link to A Lagrange multiplier test for causality in variance (Q1929453):
Displaying 8 items.
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) (← links)
- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes (Q5049446) (← links)
- Bootstrapping volatility spillover index (Q5087917) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis (Q6587719) (← links)
