Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system

Gao, X., Huang, S., Sun, X., Hao, X., An, F.
Royal Society
Published 2018

Publication Date:	2018-03-29
Publisher:	Royal Society
Electronic ISSN:	2054-5703
Topics:	Natural Sciences in General
Keywords:	complexity
Published by:	http://royalsocietypublishing.org/