A time series causal model,
Pu Chen,
from University Library of Munich, Germany
(2010)
Keywords: Inferred Causation, Automated Learning, VAR, Granger Causality, Wage-Price Spiral
Looking behind Granger causality,
Pu Chen and Chih-Ying Hsiao,
from University Library of Munich, Germany
(2010)
Keywords: Granger Causality; Time Series Causal Model; Graphical Model
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns,
Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer,
from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
(2009)
Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
(2010)
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH,
Massimiliano Caporin and Michael McAleer,
from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
(2010)
Ranking Multivariate GARCH Models by Problem Dimension,
Massimiliano Caporin and Michael McAleer,
from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
(2010)
A Cholesky-MIDAS model for predicting stock portfolio volatility,
Ralf Becker, Adam Clements and Robert O'Neill,
from Economics, The University of Manchester
(2010)