Essays on causality and volatility in econometrics with financial applications
This thesis makes contributions to the statistical analysis of causality and volatility in econometrics. It consists of five essays, theoretical and empirical. In the first one, we study how to characterize and measure multi-horizon second-order causality. The second and third essays propose linear...
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| Format: | Others |
| Language: | en |
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McGill University
2013
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=116928 |