Exploring linkages between international stock markets using Graphical models for multivariate time series. Gehlavij Mohammadi 2014. contents. Basic definition Graphical models for multivariate time series Theory from TSC graph to causality graph Degrees of causality Experiments.
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Exploring linkages between international stock marketsusing Graphical models for multivariate time series
Time series chain graph
TSC-graph for a Vector autoregressive process
Granger causality graph
With respect to VLIC and Euro stock indices