Variance (non) causality in multivariate GARCH
Massimiliano Caporin
| Year of publication: |
2007
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|---|---|
| Authors: | Caporin, Massimiliano |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 1, p. 1-24
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| Subject: | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | Multivariate Analyse | Multivariate analysis | Index-Futures | Index futures | Theorie | Theory | Italien | Italy | 2001 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003509003