Testing for causality in variance under nonstationarity in variance (Q1934163)
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scientific article; zbMATH DE number 6131291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for causality in variance under nonstationarity in variance |
scientific article; zbMATH DE number 6131291 |
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Testing for causality in variance under nonstationarity in variance (English)
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28 January 2013
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structural changes
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volatility
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causality
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variance breaks
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