Testing for Granger causality in variance in the presence of causality in mean
| Year of publication: |
2004
|
|---|---|
| Authors: | Pantelidis, Theologos ; Pittis, Nikitas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 85.2004, 2, p. 201-208
|