New nonparametric measures for instantaneous and granger-causality tail co-dependence
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Publication:6547155
DOI10.1080/02664763.2022.2138837MaRDI QIDQ6547155FDOQ6547155
Authors: Cees Diks, Marcin Wolski 
Publication date: 30 May 2024
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Cites Work
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