SCOPUS 정보 검색 플랫폼

Volumn 89, Issue 2, 2005, Pages 193-199

Testing for causality in variance in the presence of breaks

Author keywords

Causality tests; Structural change; Volatility

Indexed keywords

EID: 27244456023 PISSN: 01651765 EISSN: None Source Type: Journal
DOI: 10.1016/j.econlet.2005.05.029 Document Type: Article

Times cited : (39)

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- Cheung, Y.-W.¹ Ng, L.K.²

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- Hansen, B.E.¹

6
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- Output fluctuations in the United States: What has changed since the early 1980s?
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10
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- Testing for Granger causality in variance in the presence of causality in mean
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11
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- Testing for volatility changes in US macroeconomic time series
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