Multivariate causality tests with simulation and application (Q553011)
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scientific article; zbMATH DE number 5932061
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate causality tests with simulation and application |
scientific article; zbMATH DE number 5932061 |
Statements
Multivariate causality tests with simulation and application (English)
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26 July 2011
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linear Granger causality
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nonlinear Granger causality
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\(U\)-statistics
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simulation
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stock markets
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0.8948605060577393
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0.8007540106773376
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0.7964912056922913
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0.789994478225708
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