scientific article; zbMATH DE number 7824406

MaRDI QIDQ6202369FDOQ6202369

Agata Kliber, Barbara Będowska-Sójka, Author name not available (Why is that?)

Publication date: 26 March 2024

Full work available at URL: https://ord.pwr.edu.pl/Issues/2023/vol33/p4_2

Title of this publication is not available (Why is that?)

zbMATH Keywords

COVID-19banksfintechMGARCH modelcumulative returnquantile coherency

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Quantile spectral processes: asymptotic analysis and inference
• Quantile coherency: A general measure for dependence between cyclical economic variables

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