Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence (Q2150861): Difference between revisions

@@ Property / describes a project that uses @@
+quantilogram
@@ Property / describes a project that uses: quantilogram / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+https://doi.org/10.1007/s10479-021-04511-4
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+W4205981015
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
+Normal rank
@@ Property / cites work @@
+The quantilogram: with an application to evaluating directional predictability
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