Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254)
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scientific article; zbMATH DE number 7481027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger-causal analysis of GARCH models: A Bayesian approach |
scientific article; zbMATH DE number 7481027 |
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Granger-causal analysis of GARCH models: A Bayesian approach (English)
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24 February 2022
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Bayesian hypotheses assessment
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second-order noncausality
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VAR-GARCH models
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