Testing causality between two vectors in multivariate GARCH models

Tomasz Woźniak

Year of publication:	2012
Authors:	Woźniak, Tomasz
Publisher:	Badia Fiesolana : Europ. Univ. Inst.
Subject:	ARCH-Modell \| ARCH model \| Kausalanalyse \| Causality analysis \| Theorie \| Theory \| Volatilität \| Volatility \| Bayes-Statistik \| Bayesian inference \| Kapitaleinkommen \| Capital income \| Spillover-Effekt \| Spillover effect \| Währungsrisiko \| Exchange rate risk

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