Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis
Crossref DOI link: https://doi.org/10.1007/s00362-017-0919-3
Published Online: 2017-06-08
Published Print: 2020-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hai, Tran Hoang
Text and Data Mining valid from 2017-06-08
Article History
Received: 29 February 2016
Revised: 12 May 2017
First Online: 8 June 2017