Linear and Nonlinear Granger Causality: Evidence from the U.K. Stock Index Futures Market
| Year of publication: |
1998
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|---|---|
| Authors: | Abhyankar, Abhay |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 18.1998, 5, p. 519-540
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