Multivariate Linear and Non-Linear Causality Tests with Applications

Master's

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Bibliographic Details
Main Author: ZHANG BINGZHI
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/16665
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-166652017-10-21T06:03:47Z Multivariate Linear and Non-Linear Causality Tests with Applications ZHANG BINGZHI STATISTICS & APPLIED PROBABILITY BAI ZHIDONG WONG WING KEUNG Granger causality, U-statistics,Stock market segmentation Master's MASTER OF SCIENCE 2010-04-08T11:07:40Z 2010-04-08T11:07:40Z 2009-04-08 Thesis ZHANG BINGZHI (2009-04-08). Multivariate Linear and Non-Linear Causality Tests with Applications. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16665 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Granger causality, U-statistics,Stock market segmentation
spellingShingle Granger causality, U-statistics,Stock market segmentation
ZHANG BINGZHI
Multivariate Linear and Non-Linear Causality Tests with Applications
description Master's
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
ZHANG BINGZHI
format Theses and Dissertations
author ZHANG BINGZHI
author_sort ZHANG BINGZHI
title Multivariate Linear and Non-Linear Causality Tests with Applications
title_short Multivariate Linear and Non-Linear Causality Tests with Applications
title_full Multivariate Linear and Non-Linear Causality Tests with Applications
title_fullStr Multivariate Linear and Non-Linear Causality Tests with Applications
title_full_unstemmed Multivariate Linear and Non-Linear Causality Tests with Applications
title_sort multivariate linear and non-linear causality tests with applications
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/16665
_version_ 1681079400992342016