Add to ORKGLinear and nonlinear Granger causality in the stock price-volume relation: A perspective on the agent-base
An increasing number of recent articles applying powerful tests for non-linear causality have fuelle...
This paper explores the linear and non-linear causal relationship between stock price and trading vo...
Using a selected New Zealand urban area data set for the period 1994 – 2004, we examine price and vo...
Linear and nonlinear Granger causality in the stock price-volume relation: A perspective on the agen...
Linear and nonlinear Granger causality tests are used to examine the dynamic relation between daily ...
In this paper, linear and non-linear Granger causality tests are used to examine the dynamic relatio...
Extant literature on price-volume relation of stock markets relies mainly on standard linear Granger...
Multivariate Causality Tests with Simulation and Application Abstract The traditional linear Granger...
In this paper we introduce a new nonparametric test for Granger non-causality which avoids the over-...
The paper considers the Granger causality tests based on the hetersokedasticity-consistent covarianc...
The paper considers the Granger causality tests based on the hetersokedasticity-consistent covarianc...
We analyze the interaction between stock prices of big companies in the USA and Germany using Grange...
The causality proposed by Granger (1969) and several tests for it are often used in economic science...
Modern agricultural commodity markets are simultaneously governed by a physical and a financial mark...
Modern agricultural commodity markets are simultaneously governed by a physical and a financial mark...
An increasing number of recent articles applying powerful tests for non-linear causality have fuelle...
This paper explores the linear and non-linear causal relationship between stock price and trading vo...
Using a selected New Zealand urban area data set for the period 1994 – 2004, we examine price and vo...
Linear and nonlinear Granger causality in the stock price-volume relation: A perspective on the agen...
Linear and nonlinear Granger causality tests are used to examine the dynamic relation between daily ...
In this paper, linear and non-linear Granger causality tests are used to examine the dynamic relatio...
Extant literature on price-volume relation of stock markets relies mainly on standard linear Granger...
Multivariate Causality Tests with Simulation and Application Abstract The traditional linear Granger...
In this paper we introduce a new nonparametric test for Granger non-causality which avoids the over-...
The paper considers the Granger causality tests based on the hetersokedasticity-consistent covarianc...
The paper considers the Granger causality tests based on the hetersokedasticity-consistent covarianc...
We analyze the interaction between stock prices of big companies in the USA and Germany using Grange...
The causality proposed by Granger (1969) and several tests for it are often used in economic science...
Modern agricultural commodity markets are simultaneously governed by a physical and a financial mark...
Modern agricultural commodity markets are simultaneously governed by a physical and a financial mark...
An increasing number of recent articles applying powerful tests for non-linear causality have fuelle...
This paper explores the linear and non-linear causal relationship between stock price and trading vo...
Using a selected New Zealand urban area data set for the period 1994 – 2004, we examine price and vo...