Vine copula Granger causality in quantiles
Hyuna Jang, Jong-Min Kim and Hohsuk Noh
| Year of publication: |
2024
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|---|---|
| Authors: | Jang, Hyuna ; Kim, Jong-Min ; Noh, Hohsuk |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 10, p. 1109-1118
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| Subject: | Conditional quantiles | Granger causality | multivariate time-series | semiparametric modelling | stationary vine copula models | Kausalanalyse | Causality analysis | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | 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