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Crisis and Ethics (In French)
JEANNIN, Philippe - Groupement de Recherches Économiques et Sociales (GRES) - 2009
First part: Finance is built on a three-dimension risk: risk is measured, assessed, aggregated. If the economics of the …
Persistent link: https://www.econbiz.de/10008474922
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A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
Bouezmarni, Taoufik; Rombouts, Jeroen; Taamouti, Abderrahim - Centre Interuniversitaire de Recherche en Analyse des … - 2009
This paper proposes a new nonparametric test for conditional independence, which is based on the comparison of Bernstein copula densities using the Hellinger distance. The test is easy to implement because it does not involve a weighting function in the test statistic, and it can be applied in...
Persistent link: https://www.econbiz.de/10005101068