Causality in Quantiles of the International Equity Markets
碩士 === 逢甲大學 === 統計與精算所 === 96 === Granger non-causality in different quantile levels could be used for testing dynamic market linkages. The testing results enable us to identify the quantiles for which causality is relevant. The assumption of iid (independent, identically distributed) error in least...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84897742678322823016 |