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An Examination of the Robustness of the Vector Autoregressive Granger-Causality Test in the Presence of GARCH and Variance Shifts
Jönköping University, Jönköping International Business School, JIBS, Economics. Statistik.
Jönköping University, Jönköping International Business School, JIBS, Economics.
2007 (English)In: International Review of Business Research Papers, ISSN 1832-9543, Vol. 3, no 5, p. 280-296Article in journal (Refereed) Published
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2007. Vol. 3, no 5, p. 280-296
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Economics
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URN: urn:nbn:se:hj:diva-5953OAI: oai:DiVA.org:hj-5953DiVA, id: diva2:36773
Available from: 2008-09-11 Created: 2008-09-11 Last updated: 2010-01-25Bibliographically approved

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Shukur, GhaziSjölander, Pär

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CiteExportLink to record
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