Spillover effect and Granger causality investigation between China's stock market and international oil market: A dynamic multiscale approach.
Yufang PengWeidong ChenPengbang WeiGuanyi YuPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- stock market
- chinese stock market
- multiscale
- listed companies
- stock index futures
- var model
- stock returns
- stock price
- stock exchange
- short term
- financial markets
- financial data
- garch model
- trading rules
- developed countries
- multivariate time series
- trading strategies
- stock data
- financial time series
- foreign exchange
- granger causality
- stock index
- image processing
- investment strategies
- edge detection
- e government
- long term
- error correction