A nonparametric copula based test for conditional independence with applications to Granger causality
Taoufik Bouezmarni, Jeroen V. K. Rombouts and Abderrahim Taamouti
| Year of publication: |
2009
|
|---|---|
| Authors: | Bouezmarni, Taoufik ; Rombouts, Jeroen V. K. ; Taamouti, Abderrahim |
| Publisher: |
Louvain-la-Neuve : CORE |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Verteilung | Multivariate distribution | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility |
| Extent: | 41 S. graph. Darst. |
|---|---|
| Series: | CORE discussion paper : DP. - Louvain-la-Neuve, ISSN 0771-3894, ZDB-ID 855154-6. - Vol. 2009,41 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003964473