Pages that link to "Item:Q1934163"
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The following pages link to Testing for causality in variance under nonstationarity in variance (Q1934163):
Displaying 7 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
- Testing for Granger causality in variance in the presence of causality in mean (Q1927607) (← links)
- Testing for causality in variance in the presence of breaks (Q1928692) (← links)
- A Lagrange multiplier test for causality in variance (Q1929453) (← links)
- (Q5207165) (← links)
- Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695) (← links)