The number of trading days (out of total 3334 days) that have at least one Granger-causality test (from lag 1 to lag 5) with a significant result at 0.1 level.
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https://figshare.com/articles/dataset/The_number_of_trading_days_out_of_total_3334_days_that_have_at_least_one_Granger-causality_test_from_lag_1_to_lag_5_with_a_significant_result_at_0_1_level_/21933781
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资源简介：
The rows are the responses and the columns are the hypotheses tested in the Granger causality tests stated in Eq (9) and Eq (10).
创建时间：
2023-01-20
