Testing for Granger causality in distribution tails: An application to oil markets integration
| Year of publication: |
2013
|
|---|---|
| Authors: | Candelon, Bertrand ; Joëts, Marc ; Tokpavi, Sessi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 31.2013, p. 276-285
|