Pages that link to "Item:Q5881695"
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The following pages link to Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695):
Displaying 8 items.
- Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation (Q529715) (← links)
- Multivariate causality tests with simulation and application (Q553011) (← links)
- Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns (Q937012) (← links)
- The relative performance of bivariate causality tests in small samples (Q1278645) (← links)
- Nonlinear Granger causality in the currency futures returns (Q1978726) (← links)
- On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing (Q2687897) (← links)
- VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS (Q5204676) (← links)
- Causality tests and conditional heteroskedasticity: Monte Carlo evidence (Q5931138) (← links)