Pages that link to "Item:Q3652744"
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The following pages link to Granger Causality Test in the Presence of Spillover Effects (Q3652744):
Displaying 11 items.
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
- Are generalized spillover indices overstating connectedness? (Q1627007) (← links)
- Testing for Granger causality in variance in the presence of causality in mean (Q1927607) (← links)
- Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
- A New Ridge Regression Causality Test in the Presence of Multicollinearity (Q2815357) (← links)
- Spurious Granger causalities in integrated autoregressive moving average processes (Q2862627) (← links)
- A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects (Q2884875) (← links)
- VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS (Q5204676) (← links)
- On spurious Granger causality (Q5958408) (← links)