Testing for causality in variance under nonstationarity in variance

  1. Rodrigues, P.M.M.
  2. Rubia, A.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 2007

Volume: 97

Issue: 2

Pages: 133-137

Type: Article

DOI: 10.1016/J.ECONLET.2007.02.032 GOOGLE SCHOLAR
Data source: Scopus