Work

A Copula Nonlinear Granger Causality

Year: 2019

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2019.09.052

Authors: Jong-Min Kim, Namgil Lee, Sun Young Hwang

Institutions: University of Minnesota Morris, Kangwon National University, Sookmyung Women's University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Research Foundation of Korea

Award: G3443430737

OpenAlex ID: W2979185378

FWCI: 2.424

Cites: 23

Cited by: 28

Related to: 10