Work

Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

Year: 2013

Type: article

Source: Studies in Nonlinear Dynamics and Econometrics

DOI: 10.1515/snde-2012-0067

Authors: Efthymios G. Pavlidis, Ivan Paya, David A. Peel

Institution: Lancaster University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2083463376

FWCI: 1.152

Cites: 49

Cited by: 8

Related to: 10