A test for volatility spillover with application to exchange rates
Article Abstract:
Please see the abstract in the "Author Abstract" area.
Publisher: Elsevier Science Publishers
Publication Name: Journal of Econometrics
Subject: Economics
ISSN: 0304-4076
Year: 2001
United States, Japan, Germany, Prices and rates, Foreign exchange, Foreign exchange rates, Yen (Japan), Mark (Germany)
Publication Name: Journal of Econometrics
Subject: Economics
ISSN: 0304-4076
Year: 2001
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An equality test across nonparametric regressions
Article Abstract:
Please see the abstract in the "Author Abstract" area.
Publisher: Elsevier Science Publishers
Publication Name: Journal of Econometrics
Subject: Economics
ISSN: 0304-4076
Year: 2001
Nonparametric statistics, Statistical hypothesis testing, Analysis of covariance, Covariance analysis
Publication Name: Journal of Econometrics
Subject: Economics
ISSN: 0304-4076
Year: 2001
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Comment about this article or add new information about this topic:
Subjects list: United Kingdom, Models, Economics
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