The effect of spillover on the Granger causality test (Q5123631)
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scientific article; zbMATH DE number 7252523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of spillover on the Granger causality test |
scientific article; zbMATH DE number 7252523 |
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The effect of spillover on the Granger causality test (English)
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29 September 2020
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causality in variance
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Granger causality
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volatility spillover
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GARCH
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