中国科学院数学与系统科学研究院期刊网
基于格兰杰因果检验遍历性分析的中国股市和国际股市的时变联动特征研究
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STUDY ON THE TIME-VARYING VOLATILITY TRANSMISSION BETWEEN CHINA'S STOCK MARKET AND INTERNATIONAL STOCK MARKETS BASED ON ERGODICITY ANALYSIS OF THE GRANGER CAUSALITY TEST
LI Ziran;CHENG Siwei;ZU Lei
系统科学与数学 . 2011, (2): 131 -143 .  DOI: 10.12341/jssms09451