CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS
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Publication:3022097
DOI10.1142/S0219024904002414zbMath1108.91329OpenAlexW1968425925MaRDI QIDQ3022097
Hongquan Zhu, Abdol S. Soofi, Shou-Yang Wang, Zu-di Lu
Publication date: 22 June 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024904002414
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Cites Work
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- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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