rsos172092_si_002.csv (326.49 kB)
Data from Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system
dataset
posted on 2018-03-24, 05:30 authored by Xiangyun Gao, Shupei Huang, Xiaoqi Sun, Xiaoqing Hao, Feng AnThe stock prices time series