Data from Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system
收藏Figshare2018-03-24 更新2026-04-29 收录
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https://figshare.com/articles/dataset/Data_from_Modelling_cointegration_and_Granger_causality_network_to_detect_long-term_equilibrium_and_diffusion_paths_in_the_financial_system/6024695
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资源简介：
The stock prices time series
创建时间：
2018-03-24
