Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover
Crossref DOI link: https://doi.org/10.1007/s11424-014-2261-3
Published Online: 2014-08-09
Published Print: 2014-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhou, Pu
Lu, Fengbin
Wang, Shouyang
Text and Data Mining valid from 2014-08-01