A nonparametric copula based test for conditional independence with applications to granger causality

Taoufik Bouezmarni; Jeroen V. K. Rombouts; Abderrahim Taamouti

Year of publication:	2009
Authors:	Bouezmarni, Taoufik ; Rombouts, Jeroen V. K. ; Taamouti, Abderrahim
Publisher:	Getafe
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

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