On testing for causality in variance between two multivariate time series (Q5218935)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On testing for causality in variance between two multivariate time series |
scientific article; zbMATH DE number 7177800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing for causality in variance between two multivariate time series |
scientific article; zbMATH DE number 7177800 |
Statements
On testing for causality in variance between two multivariate time series (English)
0 references
6 March 2020
0 references
causality in variance
0 references
conditional heteroscedasticity
0 references
portmanteau test statistics
0 references
residual cross-correlations
0 references
multivariate time series
0 references
0 references
0 references
0 references
0 references
0 references
