![](/img/cover-not-exists.png)
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
Pavlidis, Efthymios G., Paya, Ivan, Peel, David A.Volume:
17
Language:
english
Journal:
Studies in Nonlinear Dynamics and Econometrics
DOI:
10.1515/snde-2012-0067
Date:
January, 2013
File:
PDF, 1.56 MB
english, 2013