Vine copula Granger causality in quantiles
Hyuna Jang, Jong-Min Kim and Hohsuk Noh
| Year of publication: |
2024
|
|---|---|
| Authors: | Jang, Hyuna ; Kim, Jong-Min ; Noh, Hohsuk |
| Subject: | Conditional quantiles | Granger causality | multivariate time-series | semiparametric modelling | stationary vine copula models | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Analyse | Multivariate analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2174941 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446535