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0507521 - ÚTIA 2020 RIV GB eng J - Journal Article
Baruník, Jozef - Kley, T.
Quantile coherency: A general measure for dependence between cyclical economic variables.
Econometrics Journal. Roč. 22, č. 2 (2019), s. 131-152. ISSN 1368-4221. E-ISSN 1368-423X
R&D Projects: GA ČR(CZ) GA16-14179S
Institutional support: RVO:67985556
Keywords : cross-spectral analysis * ranks * copula * stock market * risk
OECD category: Economic Theory
Impact factor: 2.139, year: 2019
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/E/barunik-0507521.pdf https://academic.oup.com/ectj/article-abstract/22/2/131/5303852
Permanent Link: http://hdl.handle.net/11104/0298675