Search Results - subject:"partial cross-quantilogram"

Huynh, Toan Luu Duc; Ahmed, Rizwan; Nasir, Muhammad Ali; … - In: Annals of Operations Research 334 (2021) 1, pp. 521-546

robustness of the results. The stationary bootstrap test for the partial cross-quantilogram indicates which quantile in the left …

Persistent link: https://www.econbiz.de/10015402145

Deev, Oleg; Lyócsa, Štefan; Výrost, Tomáš - In: Finance research letters 49 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013479642

Qian, Biyu; Wang, Gang-Jin; Feng, Yusen; Chi, Xie - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013449112

Huang, Jionghao; Li, Ziruo; Xia, Xiaohua - In: International review of economics & finance : IREF 76 (2021), pp. 1-39

Persistent link: https://www.econbiz.de/10013175733