Economics and Business Economics Seminar (EBA): Jonas Striaukas, Université catholique de Louvain
Title: High-Dimensional Granger Causality Tests with an Application to VIX and News
Presenter: Jonas Striaukas, Université catholique de Louvain
Homepage: https://jstriaukas.github.io/
Field: Econometrics
Seminar title: High-Dimensional Granger Causality Tests with an Application to VIX and News
Host: Chen Huang