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TESTING LINEAR AND NONLINEAR GRANGER CAUSALITY IN CSI300 FUTURES AND SPOT MARKETS BASED ON NEW CONCEPTS OF NONLINEAR POSITIVE/NEGATIVE SPILLOVER 被引量:2
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作者 ZHOU Pu LU Fengbin WANG Shouyang 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第4期729-742,共14页
supported by the National Natural Science Foundation of China under Grant Nos.71125005 70871108 and 70810107020;; Outstanding Talents Funds of Organization Department Beijing Committee of CPC
关键词 China stock market negative volatility spillover nonlinear Granger causality test riskabsorption volatility spillover.
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