Pages that link to "Item:Q3432677"
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The following pages link to Variance (Non) Causality in Multivariate GARCH (Q3432677):
Displaying 3 items.
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
