Research Article

Dynamic Interactions between Intraday Returns and Trading Volume on the CSI 300 Index Futures: An Application of an SVAR Model

Table 2

The results of SC and AIC tests.

SamplesAIC (n)HQ (n)SC (n)FPE (n)

D021010710
D031010610
D041010810
D05109910
D061010810
D091010910
D10109810
D119899
D121010710
D131010710