Pages that link to "Item:Q5939173"
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The following pages link to A test for volatility spillover with application to exchange rates (Q5939173):
Displayed 13 items.
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Volatility contagion: a range-based volatility approach (Q738077) (← links)
- Foreign ownership and volatility dynamics of Indonesian stocks (Q928167) (← links)
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← links)
- Testing for Granger causality in variance in the presence of causality in mean (Q1927607) (← links)
- Testing for causality in variance in the presence of breaks (Q1928692) (← links)
- Testing for causality in variance under nonstationarity in variance (Q1934163) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)