Testing for causality in variance in the presence of breaks

By D. Vandijk, D. Osborn, M. Sensier. 2004

70 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1e49d8da7134a9445a4af8446760dda7bf365f36

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Hernandez
2. Miguel Robles
3. C. Gardebroek

In Finance

1. M. Hernandez
2. Miguel Robles
3. C. Gardebroek

Citations in the corpus

• Market interdependence and volatility transmission among major crops (2016, background): “Van Dijk, D., D. R. Osborn, and M. Sensier.”