A Lagrange multiplier test for causality in variance (Q1929453)
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scientific article; zbMATH DE number 6123451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lagrange multiplier test for causality in variance |
scientific article; zbMATH DE number 6123451 |
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A Lagrange multiplier test for causality in variance (English)
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8 January 2013
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causality testing
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multivariate volatility
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