Data from Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in financial system
收藏The Royal Society Figshare2020-10-16 更新2026-04-17 收录
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https://rs.figshare.com/articles/dataset/Data_from_Modelling_cointegration_and_Granger_causality_network_to_detect_long-term_equilibrium_and_diffusion_paths_in_financial_system/5999741/1
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资源简介：
The stock prices time series
提供机构：
Xiangyun Gao; Xiaoqi Sun; Xiaoqing Hao; Shupei Huang
创建时间：
2018-03-19
