TESTING LINEAR AND NONLINEAR GRANGER CAUSALITY IN CSI300 FUTURES AND SPOT MARKETS BASED ON NEW CONCEPTS OF NONLINEAR POSITIVE/NEGATIVE SPILLOVER

ZHOU Pu , LU Fengbin , WANG Shouyang

Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (4) : 729-742.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (4) : 729-742. DOI: 10.1007/s11424-014-2261-3
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TESTING LINEAR AND NONLINEAR GRANGER CAUSALITY IN CSI300 FUTURES AND SPOT MARKETS BASED ON NEW CONCEPTS OF NONLINEAR POSITIVE/NEGATIVE SPILLOVER

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2014, 27(4): 729-742 https://doi.org/10.1007/s11424-014-2261-3

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