Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 7824406

From MaRDI portal
Publication:6202369
Jump to:navigation, search

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







This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6202369)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6202369&oldid=35704537"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 10 July 2024, at 07:16. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki