Time-varying spillover between the mainland China stock market and the other global main stock markets base on the non-linear Granger causality test

ZHOU Pu, LI Zi-ran

Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 466-475.

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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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Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 466-475. DOI: 10.12011/1000-6788(2012)3-466

Time-varying spillover between the mainland China stock market and the other global main stock markets base on the non-linear Granger causality test

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012(3): 466-475 https://doi.org/10.12011/1000-6788(2012)3-466

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