EconomicsMathematics
Sensitivity of the causality in variance tests to GARCH(1,1) processes
F. Javed, P. Mantalos
Abstract
Abstract is not available.
Citation format
JAVED, F.; MANTALOS, P. Sensitivity of the causality in variance tests to GARCH(1,1) processes. Chilean Journal of Statistics, 2015, 6: 49–65.