Auflistung LIF-SAFE Working Papers nach Autor "Caporina, Massimiliano"
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Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test
Caporina, Massimiliano; Costola, Michele (2021-10-14)Analysing causality among oil prices and, in general, among financial and economic variables is of central relevance in applied economics studies. The recent contribution of Lu et al. (2014) proposes a novel test for ...