A causality-in-variance test and its application to financial market prices
By: Yin-Wong Cheungand Lilian K. Ng.
Contributors: Ng, Lilian K.; City Polytechnic of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City Polytechnic of Hong Kong. Department of Economics and Finance) -- no.59
Publisher: City Polytechnic of Hong Kong, Department of Economics and Finance
Published: 1994
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 42
Subjects: Econometrics.
Notes: Includes bibliographical references (p26-29).