Linear and nonlinear Granger causality: Evidence from the U.K. stock index futures market
- 1 August 1998
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 18 (5), 519-540
- https://doi.org/10.1002/(sici)1096-9934(199808)18:5<519::aid-fut2>3.0.co;2-u