Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Christos Agiakloglou, Anil Bera, Emmanouil Deligiannakis
| Year of publication: |
2022
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|---|---|
| Authors: | Agiakloglou, Christos N. ; Bera, Anil K. ; Deligiannakis, Emmanouil |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 46.2022, 3, p. 535-552
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| Subject: | Copulas | Correlation coefficient | Monte Carlo Analysis | Non-linear time series | Spurious correlation | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-022-09579-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442210