2021 APR 16 (NewsRx) — By a
Financial supporters for this research include Shanghai Sailing Program,
Our news editors obtained a quote from the research from the
According to the news editors, the research concluded: “In contrast to Granger causality in mean and Granger causality in quantile, our results provide a comprehensive and theoretically consistent extension of Granger causality to capture causal patterns in general multivariate systems, financial markets in particular.”
This research has been peer-reviewed.
For more information on this research see: Inferring Causal Interactions In Financial Markets Using Conditional Granger Causality Based On Quantile Regression. Computational Economics, 2021. Computational Economics can be contacted at: Springer, Van Godewijckstraat 30, 3311 Gz Dordrecht,
The news editors report that additional information may be obtained by contacting Tinggan Yang, Shanghai LiXin Univ Accounting & Finance,
The direct object identifier (DOI) for that additional information is: https://doi.org/10.1007/s10614-021-10107-8. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.
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