In this paper, we analyzed stock price index data and tested the dynamic change of stock prile indexes in some countries by unit roots testing and Granger causation relation testing and created a vector autoregression...In this paper, we analyzed stock price index data and tested the dynamic change of stock prile indexes in some countries by unit roots testing and Granger causation relation testing and created a vector autoregressions system.展开更多
文摘In this paper, we analyzed stock price index data and tested the dynamic change of stock prile indexes in some countries by unit roots testing and Granger causation relation testing and created a vector autoregressions system.
