Causality test of time-varying information spillover in HS300 stock index futures-spot market -- based on DCC-GARCH-Hong method and LRSM breakpoint test (Q4996309)
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scientific article; zbMATH DE number 7366502
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| English | Causality test of time-varying information spillover in HS300 stock index futures-spot market -- based on DCC-GARCH-Hong method and LRSM breakpoint test |
scientific article; zbMATH DE number 7366502 |
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1 July 2021
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stock index futures
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information spillover
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causality test
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breakpoint test
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0.7453224062919617
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0.7261878848075867
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0.7195586562156677
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