Testing for causality in variance in the presence of breaks (Q1928692)
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scientific article; zbMATH DE number 6121810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for causality in variance in the presence of breaks |
scientific article; zbMATH DE number 6121810 |
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Testing for causality in variance in the presence of breaks (English)
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3 January 2013
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volatility
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causality tests
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structural change
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