A copula nonlinear Granger causality
Jong-Min Kim, Namgil Lee, Sun Young Hwang
| Year of publication: |
2020
|
|---|---|
| Authors: | Kim, Jong-Min ; Lee, Namgil ; Hwang, Sun Young |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 420-430
|
| Subject: | Copula | Granger causality | Directional dependence | Permutation test | Kausalanalyse | Causality analysis | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.09.052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417258