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楼主
The
Granger causality-MSV (GC-MSV) is a binary SV model that contains a model parameter
matrix Φ, which covers the most important economic variables that can be used to
explain the persistence and volatility spillover effects of the exchange rate and the stock
return series in empirical studies.
2017年05月31日 08点05分
1
Granger causality-MSV (GC-MSV) is a binary SV model that contains a model parameter
matrix Φ, which covers the most important economic variables that can be used to
explain the persistence and volatility spillover effects of the exchange rate and the stock
return series in empirical studies.