Study on the time-varying volatility transmission between China's stock market and international stock markets based on ergodicity analysis of the Granger causality test (Q2885599)
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scientific article; zbMATH DE number 6040526
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| English | Study on the time-varying volatility transmission between China's stock market and international stock markets based on ergodicity analysis of the Granger causality test |
scientific article; zbMATH DE number 6040526 |
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1 June 2012
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Granger causality test
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ergodicity
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Study on the time-varying volatility transmission between China's stock market and international stock markets based on ergodicity analysis of the Granger causality test (English)
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0.788635790348053
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0.7864757180213928
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0.7836303114891052
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0.7697463035583496
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