Articoli pubblicati da:
Woźniak, TomaszRisultato della ricerca: (2 titoli )
Granger-Causal Analysis of VARMA-GARCH Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2012
Testing Causality between Two Vectors in Multivariate GARCH Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2012