Variance (Non) Causality in Multivariate GARCH

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2007

About this book

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Published by Taylor and Francis Group; Informa UK (Taylor & Francis); Marcel Dekker Inc.; Informa UK Limited (ISSN 0747-4938) (2007).

Publisher: Taylor and Francis Group; Informa UK (Taylor & Francis); Marcel Dekker Inc.; Informa UK Limited (ISSN 0747-4938)

About this Economics, Econometrics and Finance article

Variance (Non) Causality in Multivariate GARCH by Caporin, Massimiliano is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author

Caporin, Massimiliano

Publisher

Taylor and Francis Group; Informa UK (Taylor & Francis); Marcel Dekker Inc.; Informa UK Limited (ISSN 0747-4938)

Published

2007

Field

Economics, Econometrics and Finance (Social Sciences)