Heng Li

Hong Kong Baptist University (HKBU) - Department of Mathematics

Kowloon Tong

Hong Kong

Hong Kong

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Scholarly Papers (1)

1.

Multivariate Causality Tests with Simulation and Application

Number of pages: 30 Posted: 18 Jun 2010 Last Revised: 20 Jun 2010
Northeast Normal University, Columbia University-Department of BioStatistics, Hong Kong Baptist University (HKBU) - Department of Mathematics and Asia University, Department of Finance
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Citation 5

Abstract:

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