The mutual causality analysis between the stock and futures markets (Q1620652)
From MaRDI portal
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)
0 references
13 November 2018
0 references
Granger causality
0 references
conditional Granger causality
0 references
information flow
0 references
direct information flow
0 references
asymmetric ratio
0 references
bootstrap technique
0 references
0 references