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Testing for correlation between two time series using a parametric bootstrap |
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| Authors: | Zequn Sun Thomas J. Fisher |
| Affiliation: | aDepartment of Public Health Sciences, Medical University of South Carolina, Charleston, SC, USA;bDepartment of Statistics, Miami University, Oxford, OH, USA |
| Abstract: | |
| Keywords: | Causality cross-correlation GARCH portmanteau time series |