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Testing for causality in variance in the presence of breaks
Dijk, Dick van; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 89 (2005) 2, pp. 193-199
Persistent link: https://www.econbiz.de/10003172055
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Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H. - In: Economics letters 79 (2003) 3, pp. 319-324
Persistent link: https://www.econbiz.de/10001755276
Cover Image
Testing for causality in variance in the presence of breaks
van Dijk, Dick; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 89 (2005) 2, pp. 193-199
Persistent link: https://www.econbiz.de/10006750376
Cover Image
Detecting serial dependence in tail events: a test dual to the BDS test
Diks, Cees - In: Economics letters 79 (2003) 3, pp. 319-324
Persistent link: https://www.econbiz.de/10006762972