Exploring the Linear and Nonlinear Causality Between Internet Big Data and Stock Markets

DONG Jichang · DAI Wei · LI Jingjing

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (3) : 783-798.

PDF(528 KB)
PDF(528 KB)
Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (3) : 783-798. DOI: 10.1007/s11424-020-8119-y

Exploring the Linear and Nonlinear Causality Between Internet Big Data and Stock Markets

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2020, 33(3): 783-798 https://doi.org/10.1007/s11424-020-8119-y

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(528 KB)

Accesses

Citation

Detail

Sections
Recommended

/