A causality-in-variance test and its application to financial market prices
Yin-Wong Cheung ; Lilian K. Ng
| Year of publication: |
1996
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|---|---|
| Authors: | Cheung, Yin-Wong |
| Other Persons: | Ng, Lilian K. (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 72.1996, 1, p. 33-48
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility | Derivat | Derivative | Index-Futures | Index futures | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001198033