<p>急求论文一篇，题<font style="BACKGROUND-COLOR: #ffffff;">目是<font face="宋体">“线性Granger因果检验的最佳滞后长度的判<font color="#000000">定准则——沪、深两市A股市场敏感性比较的实证检验</font></font><font color="#000000">”，该论文的相关信息如下，哪位好心人若能找到此文章，请传上来！小弟不甚感激！</font></font></p><p><table bordercolor="#ffffff" cellspacing="2" cellpadding="5" width="100%" bgcolor="#ffffff" border="1"><tbody><tr><td class="btline" width="779" bgcolor="#f5f5f5"><p><b><font color="#660033" size="3"><b style="COLOR: black; BACKGROUND-COLOR: #ffff66;">线性Granger因果检验的最佳滞后长度的判定</b>准则——沪、深两市A股市场敏感性比较的实证检验 </font></b></p><p><b>The kind of Electronic journal ： Capital Market <font></font></b></p><p><b>First <strong></strong><strong>Author</strong>： 王升 华南农业大学 <br/>Second <strong>Author</strong>： <br/>Third <strong>Author</strong>： </b></p></td></tr><tr><td class="btline" width="779" bgcolor="#f5f5f5"><p><font size="2"><br/>Post time： 2006-01-23 00:24:45 </font></p><p>Userid： swang </p><p><font size="2">The paper has been read 393 times ，The paper has been downloaded: 223 <br/></font></p><p></p><p></p></td></tr><tr><td class="btline" width="779" bgcolor="#f5f5f5"><p>Kind of paper： Woking paper </p><p>Subject code： F830.9, F830.91 </p></td></tr><tr><td class="btline" width="779" bgcolor="#f5f5f5">Topic classification： &nbsp;金融计量学 </td></tr><tr><td class="btline" width="779" bgcolor="#f5f5f5"><p align="left"><strong><font size="2"><br/>Abstract: </font></strong></p><p align="left">&nbsp; We investigate the lags for testing linear Granger causality and obtain a new criterion of the best lags for testing linear Granger causality. Furthermore, we compare the sensitivity between the two A-Stock Markets of Shanghai and Shenzhen Exchange Stocks, and conclude that the A-Stock Market in Shenzhen Exchange Stock is more sensitive than the A-Stock Market in Shanghai Exchange Stock, in the sense of Granger causality. <br/><br/></p><p align="left"><b>Key word :</b>&nbsp; Granger causality, attenuation rate of Granger cause, order of the Granger stable structure </p></td></tr></tbody></table></p>