Quantile Granger Causality in the Presence of Instability

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mayer, Alexander, Wied, Dominik, Troster, Victor
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.09744