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Extension of Granger causality in multivariate time series models
Bagshaw, Michael L., (1983)
The covariances between sampled autocovariances and between serial correlations for finit realisations from ARUMA time series models
Anderson, O. D., (1981)
Studies in econometrics, time series, and multivariate statistics
Godman, Leo A., (1983)
Methods of Investigating Causal Relationships Between Time Series
Anderson, John S., (1982)
Holdings of financial assets: A Markov chain analysis