Testing for causality in variance in the presence of breaks (Q1928692)
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scientific article; zbMATH DE number 6121810
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for causality in variance in the presence of breaks |
scientific article; zbMATH DE number 6121810 |
Statements
Testing for causality in variance in the presence of breaks (English)
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3 January 2013
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volatility
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causality tests
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structural change
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0.9069036841392516
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0.8479059338569641
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0.8008213639259338
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0.7875574231147766
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0.7825797200202942
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