scientific article; zbMATH DE number 7824406

MaRDI QIDQ6202369

Agata Kliber, Barbara Będowska-Sójka, Unnamed Author

Publication date: 26 March 2024

Full work available at URL: https://ord.pwr.edu.pl/Issues/2023/vol33/p4_2

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

banksCOVID-19fintechMGARCH modelcumulative returnquantile coherency

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

• Quantile spectral processes: asymptotic analysis and inference
• 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 coherency: A general measure for dependence between cyclical economic variables

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