QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3859149 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3413299 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The quantilogram: with an application to evaluating directional predictability / rank | |||
Normal rank |
Latest revision as of 07:57, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES |
scientific article |
Statements
QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (English)
0 references
8 January 2016
0 references
quantile correlations
0 references
time series
0 references
statistical dependencies
0 references
leverage effect
0 references