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A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01411694
Contributor : Administrateur Hal Nanterre <>
Submitted on : Wednesday, December 7, 2016 - 4:24:15 PM
Last modification on : Tuesday, November 19, 2019 - 9:29:57 AM

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  • HAL Id : hal-01411694, version 1

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Bertrand Candelon, Sessi Tokpavi. A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion. Le 63ème Congrès de l'AFSE, 2014, Lyon, France. ⟨hal-01411694⟩

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