The results of Granger Causality Tests and Impulse Response Function in VAR model have proved that conclusion further.
格兰杰因果检验和VAR模型中的脉冲响应函数则进一步印证了上述结论。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
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