A Multivariate Distance Nonlinear Causality Test Based on Partial Distance Correlation : A Machine Learning Application to Energy Futures
Year of publication: |
2019
|
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Authors: | Creamer, Germán G. |
Other Persons: | Lee, Chihoon (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kausalanalyse | Causality analysis | Korrelation | Correlation | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Geographische Entfernung | Geographic distance |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, 2019, 19 (9): 1531-1542 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2019 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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