Leveraged bootstrap test of volatility : a novel approach to the energy consumption and economic growth puzzle
Year of publication: |
September 2017
|
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Authors: | Lee, Kuo-Hao ; Ohn, Jonathan ; Eryilmaz, Evren |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 9, p. 117-122
|
Subject: | Granger causality | bootstrap | volatility | S&P 500 | Kausalanalyse | Causality analysis | Volatilität | Volatility | Energiekonsum | Energy consumption | Bootstrap-Verfahren | Bootstrap approach | Wirtschaftswachstum | Economic growth | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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