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

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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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+The quantilogram: with an application to evaluating directional predictability
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