Vine copula Granger causality in mean
Year of publication: |
2022
|
---|---|
Authors: | Jang, Hyuna ; Kim, Jong-Min ; Noh, Hohsuk |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 109.2022, p. 1-10
|
Subject: | Granger causality | Multivariate time series | Semiparametric modeling | Stationary vine copula models | Kausalanalyse | Causality analysis | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Analyse | Multivariate analysis |
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