Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method
L Wang, H Ruan, Y Hong, K Luo - Research in International Business and …, 2023 - Elsevier
The relationship between financial series is not always easy to detect due to their underlying
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …
Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method
L Wang, H Ruan, Y Hong, K Luo - Research in International …, 2023 - ideas.repec.org
The relationship between financial series is not always easy to detect due to their underlying
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …
Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method
L Wang, H Ruan, Y Hong, K Luo - Research in International …, 2023 - econpapers.repec.org
The relationship between financial series is not always easy to detect due to their underlying
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …