Granger-causality in quantiles between financial markets: Using copula approach

✍ Scribed by Lee, Tae Hwy (author);Yang, Weiping (author)

• Book ID: 122707445
• Publisher: Elsevier Inc.
• Year: 2014
• Tongue: English
• Weight: 324 KB
• Volume: 33
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/j.irfa.2013.08.008