Testing for Causality in Variance Using Multivariate GARCH Models
Year of publication: |
2008
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Authors: | Hafner, Christian M. ; Herwartz, Helmut |
Published in: |
Annales d'économie et de statistique. - Amiens [u.a.] : ADRES, ISSN 0769-489X, ZDB-ID 6350367. - 2008, 89, p. 215
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Saved in:
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