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Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables - MaRDI portal

Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables

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Publication:6266712

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DOI10.1093/ECTJ/UTZ002arXiv1510.06946MaRDI QIDQ6266712

Jozef Barunik, Tobias Kley

Publication date: 23 October 2015

Mathematics Subject Classification ID

Statistics (62-XX)

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