Testing for causality in variance using multivariate GARCH models

CM (Christian) Hafner, H Herwartz

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages24
EditionEconometric Institute EI 2004-20
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-20

Research programs

  • EUR ESE 11

Cite this