Testing for Granger causality in variance in the presence of causality in mean (Q1927607)
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: Testing for Granger causality in variance in the presence of causality in mean |
scientific article; zbMATH DE number 6120395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Granger causality in variance in the presence of causality in mean |
scientific article; zbMATH DE number 6120395 |
Statements
Testing for Granger causality in variance in the presence of causality in mean (English)
0 references
1 January 2013
0 references
causality in variance
0 references
GARCH
0 references
