Multivariate causality tests with simulation and application

10.1016/j.spl.2011.02.031

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Bibliographic Details
Main Authors:	Bai, Z., Li, H., Wong, W.-K., Zhang, B.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Linear Granger causality Nonlinear Granger causality Simulation Stock markets U-statistics
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105232
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105232
record_format	dspace
spelling	sg-nus-scholar.10635-1052322023-10-30T09:54:29Z Multivariate causality tests with simulation and application Bai, Z. Li, H. Wong, W.-K. Zhang, B. STATISTICS & APPLIED PROBABILITY Linear Granger causality Nonlinear Granger causality Simulation Stock markets U-statistics 10.1016/j.spl.2011.02.031 Statistics and Probability Letters 81 8 1063-1071 SPLTD 2014-10-28T05:13:23Z 2014-10-28T05:13:23Z 2011-08 Article Bai, Z., Li, H., Wong, W.-K., Zhang, B. (2011-08). Multivariate causality tests with simulation and application. Statistics and Probability Letters 81 (8) : 1063-1071. ScholarBank@NUS Repository. https://doi.org/10.1016/j.spl.2011.02.031 01677152 http://scholarbank.nus.edu.sg/handle/10635/105232 000292232700023 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Linear Granger causality Nonlinear Granger causality Simulation Stock markets U-statistics
spellingShingle	Linear Granger causality Nonlinear Granger causality Simulation Stock markets U-statistics Bai, Z. Li, H. Wong, W.-K. Zhang, B. Multivariate causality tests with simulation and application
description	10.1016/j.spl.2011.02.031
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bai, Z. Li, H. Wong, W.-K. Zhang, B.
format	Article
author	Bai, Z. Li, H. Wong, W.-K. Zhang, B.
author_sort	Bai, Z.
title	Multivariate causality tests with simulation and application
title_short	Multivariate causality tests with simulation and application
title_full	Multivariate causality tests with simulation and application
title_fullStr	Multivariate causality tests with simulation and application
title_full_unstemmed	Multivariate causality tests with simulation and application
title_sort	multivariate causality tests with simulation and application
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105232
_version_	1781788015299919872

Multivariate causality tests with simulation and application

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