Pages that link to "Item:Q1915462"

The following pages link to A causality-in-variance test and its application to financial market prices (Q1915462):

Displaying 5 items.

• Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Volatility contagion: a range-based volatility approach (Q738077) (← links)
• Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)