A Lagrange multiplier test for causality in variance (Q1929453)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lagrange multiplier test for causality in variance |
scientific article |
Statements
A Lagrange multiplier test for causality in variance (English)
0 references
8 January 2013
0 references
causality testing
0 references
multivariate volatility
0 references
0 references
