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Search: subject:"Granger causality in variance"
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A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
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Spillover effects of foreign institutional investments in India
Kumar Behera, Harendra
- In:
International journal of bonds and derivatives
3
(
2017
)
2
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011807772
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