A causality-in-variance test and its application to financial market prices
| Year of publication: |
1996
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Ng, Lilian K. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 72.1996, 1-2, p. 33-48
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