Testing for Granger causality in variance in the presence of causality in mean
Theologos Pantelidis; Nikitas Pittis
| Year of publication: |
2004
|
|---|---|
| Authors: | Pantelidis, Theologos ; Pittis, Nikitas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 85.2004, 2, p. 201-207
|
| Subject: | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model |
| 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/10002253547