//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Tokpavi, Sessi"
~subject:"Kernel-based test"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Bertrand, Candelon"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Kernel-based test
Distribution tails
3
Theorie
3
Theory
3
Time series analysis
3
Value-at-Risk
3
Zeitreihenanalyse
3
Causality analysis
2
Crude oil markets integration
2
Estimation
2
Extreme risk spillovers
2
Granger-causality in risk
2
Kausalanalyse
2
Method of moments
2
Momentenmethode
2
Risikomaß
2
Risk measure
2
Schätzung
2
Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
Tails
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Ansteckungseffekt
1
Contagion effect
1
Crude oil markets
1
Distribution
1
Estimation theory
1
Fi- nancial Spill-over
1
Financial spillover
1
GMM
1
Global Minimum Variance Portfolio (GMVP)
1
Globalization
1
Granger-causality
1
Granger-causality test
1
Market integration
1
Marktintegration
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Tokpavi, Sessi
Candelon, Bertrand
2
Institution
All
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand
;
Tokpavi, Sessi
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
Saved in:
2
A Nonparametric Test for Grangercausality in Distribution with Application to Financial Contagion
Candelon, Bertrand
;
Tokpavi, Sessi
-
Institut de Préparation à l'Administration et à la …
-
2014
This paper introduces a kernel-based nonparametric inferential proce-
Persistent link: https://www.econbiz.de/10010860469
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->