vix.ing · top · new · best · stats · spec

Baruník, Jozef

  1. Quantile Coherency: A General Measure for Dependence between Cyclical\n Economic Variables
    2015/10/23 by Jozef Baruník, Baruník, Jozef, Tobias Kley +1 · 1 citation
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)