Causality tests and conditional heteroskedasticity: Monte Carlo evidence (Q5931138)
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scientific article; zbMATH DE number 1593929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causality tests and conditional heteroskedasticity: Monte Carlo evidence |
scientific article; zbMATH DE number 1593929 |
Statements
Causality tests and conditional heteroskedasticity: Monte Carlo evidence (English)
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2 September 2001
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simulation
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ARCH
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money-price relation
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causality tests
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conditional heteroskedasticity
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