Quantile coherency: A general measure for dependence between cyclical economic variables

DOI10.1093/ectj/utz002OpenAlexW2990358316MaRDI QIDQ5084334

Tobias Kley, Jozef Barunik

Publication date: 24 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.06946

zbMATH Keywords

copularanksstock marketriskcross-spectral analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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