A wavelet-based approach of testing for Granger causality in the presence of GARCH effects (Q2884875)
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scientific article; zbMATH DE number 6036666
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| English | A wavelet-based approach of testing for Granger causality in the presence of GARCH effects |
scientific article; zbMATH DE number 6036666 |
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A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects (English)
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18 May 2012
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power
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size
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0.82464998960495
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0.8106035590171814
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0.8041057586669922
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0.8013060092926025
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0.7911032438278198
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