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~isPartOf:"Annales d'économie et de statistique"
~person:"Dufour, Jean-Marie"
~person:"Herwartz, Helmut"
~subject:"Eurozone"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
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Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Annales d'économie et de statistique
89
(
2008
),
pp. 215-241
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