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A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jiménez-Varón, Cristian F., Sun, Ying, Li, Ta-Hsin
Format:	Preprint
Published:	2023
Subjects:	Methodology Computation
Online Access:	Acceder al recurso
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