Testing for causality in variance under nonstationarity in variance

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

ISSN: 0165-1765

Année de publication: 2007

Volumen: 97

Número: 2

Pages: 133-137

Type: Article

DOI: 10.1016/J.ECONLET.2007.02.032 GOOGLE SCHOLAR
La source de données: Scopus