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Granger-causal analysis of GARCH models : a Bayesian approach
Woźniak, Tomasz - 2015
Persistent link: https://www.econbiz.de/10011339305
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Granger-causal analysis of VARMA-GARCH models
Woźniak, Tomasz - 2012
Persistent link: https://www.econbiz.de/10009764687
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Granger causality and regime inference in Bayesian Markov-switching VARs
Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - 2015
Persistent link: https://www.econbiz.de/10011288718
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Granger causality and regime inference in Bayesian Markov-Switching VARs
Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - 2015
Persistent link: https://www.econbiz.de/10011339319
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Bayesian testing of Granger causality in Markov-switching VARs
Droumaguet, Matthieu; Woźniak, Tomasz - 2012
Persistent link: https://www.econbiz.de/10009764707
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Testing causality between two vectors in multivariate GARCH models
Woźniak, Tomasz - In: International journal of forecasting 31 (2015) 3, pp. 876-894
Persistent link: https://www.econbiz.de/10011474616
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Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - In: Journal of applied econometrics 32 (2017) 4, pp. 802-818
Persistent link: https://www.econbiz.de/10011862238