Skip to main navigation
Skip to search
Skip to main content
Bar-Ilan University Home
Help & FAQ
Link opens in a new tab
Search content at Bar-Ilan University
Home
Researchers
Organisations
Research output
Prizes
Student theses
Courses
Activities
Projects
Press/Media
Datasets
Equipment
Second-order noncausality in multivariate garch processes
Fabienne Comte
,
Offer Lieberman
University of Paris
Technion-Israel Institute of Technology
Research output
:
Contribution to journal
›
Article
›
peer-review
38
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Second-order noncausality in multivariate garch processes'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Conditionals
100%
Bivariate
100%
Finiteness
100%
Variance
100%
Fourth-Order
100%
Hilbert Space
100%
Conditional Variance
100%
Keyphrases
Multivariate GARCH Models
100%
Non-causality
100%
Behavioral Patterns
14%
Type Errors
14%
Bivariate
14%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
14%
Multivariate Setting
14%
Hilbert Space
14%
Financial Returns
14%
Economic Time Series
14%
Granger
14%
Granger Non-causality
14%
Conditional Variance
14%
Testable Restrictions
14%
Conditional Mean
14%
ARMA Process
14%
Fourth-order Moment
14%
Trivariate Model
14%
GARCH Process
14%