✦ LIBER ✦
Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover
✍ Scribed by Pu Zhou,Fengbin Lu,Shouyang Wang
- Book ID
- 126359789
- Publisher
- Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- Year
- 2014
- Tongue
- English
- Weight
- 204 KB
- Volume
- 27
- Category
- Article
- ISSN
- 1009-6124
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