Linear and nonlinear Granger causality
Subtitle: evidence from the FT-SE 100 stock index futures and cash markets
By: AbhayH. Abhyankar.
Series: Discussion paper series / University of Stirling, Department of Accountancy and Finance -- 94/04
Publisher: University of Stirling, Dept. of Accountancy and Finance
Published: 1994
Place of publication: Stirling
Language: eng
Number of pages: 21