Order-Constrained Spectral Causality in Multivariate Time Series

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Alejandro Rodriguez Dominguez

DOI: 10.2139/ssrn.6035875

Cited by: 0

References: 27

Fields of Study & Subjects

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Time Series Analysis and Forecasting

References 27