Works matching DE "GRANGER causality test"


Results: 2827
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    Causality in extremes of time series.

    Published in:
    Extremes, 2024, v. 27, n. 1, p. 67, doi. 10.1007/s10687-023-00479-5
    By:
    • Bodik, Juraj;
    • Paluš, Milan;
    • Pawlas, Zbyněk
    Publication type:
    Article
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    Assessing News Contagion in Finance.

    Published in:
    Econometrics (2225-1146), 2018, v. 6, n. 1, p. 5, doi. 10.3390/econometrics6010005
    By:
    • Cerchiello, Paola;
    • Nicola, Giancarlo
    Publication type:
    Article
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