A copula nonlinear Granger causality
Year of publication: |
2020
|
---|---|
Authors: | Kim, Jong-Min ; Lee, Namgil ; Hwang, Sun Young |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 420-430
|
Subject: | Copula | Granger causality | Directional dependence | Permutation test | Kausalanalyse | Causality analysis | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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