New nonparametric measures for instantaneous and granger-causality tail co-dependence (Q6547155)
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scientific article; zbMATH DE number 7856521
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| English | New nonparametric measures for instantaneous and granger-causality tail co-dependence |
scientific article; zbMATH DE number 7856521 |
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New nonparametric measures for instantaneous and granger-causality tail co-dependence (English)
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30 May 2024
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