Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Efthymios G. Pavlidis, Ivan Paya and David A. Peel
| Year of publication: |
2013
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|---|---|
| Authors: | Pavlidis, Efthymios G. ; Payá, Ivan ; Peel, David |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 17.2013, 3, p. 297-312
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| Subject: | Simulation | Kausalanalyse | Causality analysis | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/snde-2012-0067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009740330