Quantile coherency: A general measure for dependence between cyclical economic variables (Q5084334)

From MaRDI portal
scientific article; zbMATH DE number 7547363
Language Label Description Also known as
English
Quantile coherency: A general measure for dependence between cyclical economic variables
scientific article; zbMATH DE number 7547363

    Statements

    Quantile coherency: A general measure for dependence between cyclical economic variables (English)
    0 references
    0 references
    0 references
    24 June 2022
    0 references
    cross-spectral analysis
    0 references
    ranks
    0 references
    copula
    0 references
    stock market
    0 references
    risk
    0 references

    Identifiers