The mutual causality analysis between the stock and futures markets (Q1620652)
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scientific article; zbMATH DE number 6979173
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| English | The mutual causality analysis between the stock and futures markets |
scientific article; zbMATH DE number 6979173 |
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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0.7453224062919617
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0.730082631111145
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0.7203655242919922
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0.7156550288200378
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