Caporale, Guglielimo Maria et al. <br/><br/>
Testing for causality in variance an application to the east Asian markets 
 J5270  2002 

 -  2002 
 - 215-245  V.  7  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>Causality;GARCH BEKK representation;Exchange rate;Stock price;Volatility;