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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作者：
Zhou, Pu [1 ]
Li, Zi-Ran [1 ]
机构：
[1] Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2012年 / 32卷 / 03期
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页码：466 / 475
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