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bib-causality.bib
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%% This BibTeX bibliography file was created using BibDesk.
%% http://bibdesk.sourceforge.net/
%% Created for Tomasz Wozniak at 2012-02-28 12:23:52 +0100
%% Saved with string encoding Unicode (UTF-8)
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}
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Bdsk-Url-1 = {http://rfs.oxfordjournals.org/content/20/5/1669.abstract},
Bdsk-Url-2 = {http://dx.doi.org/10.1093/rfs/hhm021}}
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File = {:home/tomasz/Documents/Mendeley Desktop/Taylor, Williams - 2009.pdf:pdf},
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Bdsk-Url-1 = {http://www.atypon-link.com/AEAP/doi/abs/10.1257/mac.1.1.58},
Bdsk-Url-2 = {http://dx.doi.org/10.1257/mac.1.1.58}}
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Bdsk-Url-1 = {http://blackwell-synergy.com/doi/abs/10.1111/j.1468-0297.2008.02208.x},
Bdsk-Url-2 = {http://dx.doi.org/10.1111/j.1468-0297.2008.02208.x}}
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}
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year = {2012b},
url = {http://cadmus.eui.eu/bitstream/handle/1814/23336/ECO\_2012\_19.pdf},
institution = {European University Institute},
address = {Florence, Italy},
number = {ECO 2012/19},
type = {EUI Working Papers}
}
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Keywords = {vs2009},
Mendeley-Tags = {vs2009},
Number = {5},
Pages = {535--557},
Title = {{Second-Order Noncausality in Multivariate GARCH Processes}},
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Bdsk-Url-1 = {http://dx.doi.org/10.1111/1467-9892.00197%20http://www3.interscience.wiley.com/journal/119009407/abstract?CRETRY=1&SRETRY=0},
Bdsk-Url-2 = {http://dx.doi.org/10.1111/1467-9892.00197}}
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Keywords = {vs2009},
Mendeley-Tags = {vs2009},
Pages = {215 -- 241},
Title = {{Testing for Causality in Variance Using Multivariate GARCH Models}},
Volume = {89},
Year = {2008}}
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