Bingzhi Zhang

Columbia University-Department of BioStatistics

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

2

DOWNLOADS

578

SSRN CITATIONS

8

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Multivariate Linear and Non-Linear Causality Tests

Number of pages: 25 Posted: 22 May 2009 Last Revised: 22 Jul 2010
Zhidong Bai, Bingzhi Zhang and Wing-Keung Wong
Northeast Normal University, Columbia University-Department of BioStatistics and Asia University, Department of Finance
Downloads 396 (74,321)
Citation 2

Abstract:

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linear Granger, causality, nonlinear Granger causality, U-statistics

2.

Multivariate Causality Tests with Simulation and Application

Number of pages: 30 Posted: 18 Jun 2010 Last Revised: 20 Jun 2010
Zhidong Bai, Bingzhi Zhang, Heng Li and Wing-Keung Wong
Northeast Normal University, Columbia University-Department of BioStatistics, Hong Kong Baptist University (HKBU) - Department of Mathematics and Asia University, Department of Finance
Downloads 182 (166,949)
Citation 7

Abstract:

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linear Granger Causality, Nonlinear Granger Causality, U-Statistics, Simulation, Stock Markets