GC significance test

The significance test for Granger causality of financial risks in stock indices

Name		Name	Last commit message	Last commit date
Latest commit History 16 Commits
BHT_ARIMA		BHT_ARIMA
data		data
method_alex2018		method_alex2018
method_granger1969		method_granger1969
method_rosol2022		method_rosol2022
raw		raw
results		results
.gitattributes		.gitattributes
.gitignore		.gitignore
1_gen_lorenz_96.py		1_gen_lorenz_96.py
2_linear_regression.py		2_linear_regression.py
3_SVM.py		3_SVM.py
4_LSTM_L2.py		4_LSTM_L2.py
4_LSTM_noreg.py		4_LSTM_noreg.py
5_cLSTM.py		5_cLSTM.py
6_BHT_ARIMA.py		6_BHT_ARIMA.py
7_MLP.py		7_MLP.py
7_MLP_L2.py		7_MLP_L2.py
9_combined_supervised.py		9_combined_supervised.py
9_combined_unsupervised.py		9_combined_unsupervised.py
LICENSE		LICENSE
README.md		README.md
evaluation.py		evaluation.py
lorenz96.py		lorenz96.py
supplementary-materials.pdf		supplementary-materials.pdf
tvregdiff.py		tvregdiff.py

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