Pages that link to "Item:Q2246755"
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The following pages link to Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755):
Displaying 3 items.
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Dynamic contagion of systemic risks on global main equity markets based on Granger causality networks (Q1727318) (← links)
- On the equivalence between the kinetic Ising model and discrete autoregressive processes (Q4992318) (← links)