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

Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (2) : 131-143.

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Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (2) : 131-143. DOI: 10.12341/jssms09451
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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(1)(2), CHENG Siwei(2)(3), ZU Lei(4)
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2011, 31(2): 131-143 https://doi.org/10.12341/jssms09451

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