Granger-causal analysis of GARCH models: A Bayesian approach

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Granger-causal analysis of GARCH models: a Bayesian approach

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ژورنال

عنوان ژورنال: Econometric Reviews

سال: 2016

ISSN: 0747-4938,1532-4168

DOI: 10.1080/07474938.2015.1092839