Granger-causality in quantiles between financial markets: Using copula approach
Authors:
- Tae-Hwy LeeTLTae-Hwy Lee
- Weiping YangWYWeiping Yang
- 1 May 2014
- journal article
- Published by Elsevier in International Review of Financial Analysis
- Vol. 33, 70-78
Abstract
No abstract availableAll Related Versions
This publication has 32 references indexed in Scilit:
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