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Quantile coherency networks of international stock markets
Baumöhl, Eduard; Shahzad, Syed Jawad Hussain - In: Finance research letters 31 (2019), pp. 119-129
Persistent link: https://www.econbiz.de/10012421228
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Directional predictability from stock market sector indices to gold : a cross-quantilogram analysis
Baumöhl, Eduard; Lyócsa, Štefan - In: Finance research letters 23 (2017), pp. 152-164
Persistent link: https://www.econbiz.de/10011808379