Gao, X. (2018). Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system. Royal Society.
Chicago Style (17th ed.) CitationGao, X. Modelling Cointegration and Granger Causality Network to Detect Long-term Equilibrium and Diffusion Paths in the Financial System. Royal Society, 2018.
MLA (9th ed.) CitationGao, X. Modelling Cointegration and Granger Causality Network to Detect Long-term Equilibrium and Diffusion Paths in the Financial System. Royal Society, 2018.
Warning: These citations may not always be 100% accurate.