QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678): Difference between revisions
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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)
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8 January 2016
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quantile correlations
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time series
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statistical dependencies
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leverage effect
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