Granger causality testing for Argentina MERVAL index and the major world stock markets
Fil: Buzzi, Sergio Martín. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas. Departamento de Estadística y Matemática; Argentina.
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| Main Authors: | , |
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| Format: | conferenceObject biblioteca |
| Language: | eng |
| Published: |
2015-10
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| Subjects: | Granger causality, Time series, VARX, Stock markets, |
| Online Access: | http://hdl.handle.net/11086/23764 |
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