中国科学院数学与系统科学研究院期刊网
JSSC
TESTING LINEAR AND NONLINEAR GRANGER CAUSALITY IN CSI300 FUTURES AND SPOT MARKETS BASED ON NEW CONCEPTS OF NONLINEAR POSITIVE/NEGATIVE SPILLOVER
ZHOU Pu , LU Fengbin , WANG Shouyang
TESTING LINEAR AND NONLINEAR GRANGER CAUSALITY IN CSI300 FUTURES AND SPOT MARKETS BASED ON NEW CONCEPTS OF NONLINEAR POSITIVE/NEGATIVE SPILLOVER
ZHOU Pu , LU Fengbin , WANG Shouyang
Journal of Systems Science and Complexity . 2014, (4): 729 -742 .  DOI: 10.1007/s11424-014-2261-3