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Linear and nonlinear Granger causality: Evidence from the U.K. stock index futures market
Author(s) -
Abhyankar Abhay
Publication year - 1998
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199808)18:5<519::aid-fut2>3.0.co;2-u
Subject(s) - futures contract , kingdom , stock market , index (typography) , management , library science , financial economics , economics , history , computer science , programming language , context (archaeology) , archaeology , paleontology , biology