Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence (Q2150861): Difference between revisions
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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| Property / cites work: The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series / rank | |||
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| Property / cites work: The quantilogram: with an application to evaluating directional predictability / rank | |||
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Latest revision as of 12:55, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence |
scientific article |
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Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence (English)
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30 June 2022
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India
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energy market commodity
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cross-quantilogram
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uncertainty
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volatility
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