The mutual causality analysis between the stock and futures markets (Q1620652): Difference between revisions
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| Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank | |||
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| Property / cites work: Q5326836 / rank | |||
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Latest revision as of 09:50, 17 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mutual causality analysis between the stock and futures markets |
scientific article |
Statements
The mutual causality analysis between the stock and futures markets (English)
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13 November 2018
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Granger causality
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conditional Granger causality
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information flow
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direct information flow
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asymmetric ratio
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bootstrap technique
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