Quantile coherency: A general measure for dependence between cyclical economic variables (Q5084334)
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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 |
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Quantile coherency: A general measure for dependence between cyclical economic variables (English)
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24 June 2022
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cross-spectral analysis
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ranks
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copula
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stock market
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risk
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