Work

Non-Linear Dependence and Granger Causality: A Vine Copula Approach

Year: 2024

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.5002418

Authors: Roberto Fuentes-Martínez, Irene Crimaldi, Armando Rungi

Institution: IMT School for Advanced Studies Lucca

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4403881831

Cites:

Cited by: 1

Related to: 10