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   Articles with "copula nonlinear" as a keyword



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A Copula Nonlinear Granger Causality

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recommendations! Published in 2020 at "Economic Modelling"

DOI: 10.1016/j.econmod.2019.09.052

Abstract: Abstract We propose a new copula nonlinear Granger causality test that is more robust than the current available linear and nonlinear Granger causality tests when there exists an asymmetric and nonlinear directional dependence. To perform… read more here.

Keywords: nonlinear granger; granger causality; copula nonlinear; causality ... See more keywords