High-Dimensional Granger Causality Tests with an Application to VIX and News

13 December 2019

Papers citing "High-Dimensional Granger Causality Tests with an Application to VIX and News"

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Title
High Dimensional Generalised Penalised Least Squares Ilias Chronopoulos Katerina Chrysikou G. Kapetanios 15 2 0 14 Jul 2022
Pay Attention to Evolution: Time Series Forecasting with Deep Graph-Evolution Learning Gabriel Spadon linda Qiao Bruno Brandoli Stan Matwin Jose F. Rodrigues-Jr Jimeng Sun AI4TS 23 57 0 28 Aug 2020