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Multivariate out-of-sample tests for Granger causality
Gelper, Sarah (contributor); Croux, Christophe (contributor) - 2006
Persistent link: https://www.econbiz.de/10003572328
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Vine copula Granger causality in mean
Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
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Vine copula Granger causality in quantiles
Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Applied economics 56 (2024) 10, pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
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Time-varying multivariate causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets
Coronado, Semei; Martínez, José; Romero, Rafael - In: Applied economics 54 (2022) 34, pp. 3924-3932
Persistent link: https://www.econbiz.de/10013410854