Quantile Coherency: A General Measure for Dependence between Cyclical
Economic Variables

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Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables

23 October 2015

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Papers citing "Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables"

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Title
A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering Cristian F. Jiménez-Varón Ying Sun Ta‐Hsin Li 40 1 0 17 Jun 2023
Residual spectrum: Brain functional connectivity detection beyond coherence Yuichi Goto Xuze Zhang B. Kedem Shuo Chen 37 0 0 31 May 2023
Quantile Fourier Transform, Quantile Series, and Nonparametric Estimation of Quantile Spectra Ta‐Hsin Li 18 7 0 10 Nov 2022
The integrated copula spectrum Yuichi Goto Tobias Kley Ria Van Hecke S. Volgushev Holger Dette Marc Hallin 52 2 0 14 Dec 2021
Quantile-based fuzzy C-means clustering of multivariate time series: Robust techniques Ángel López-Oriona P. D’Urso J. A. Vilar B. Lafuente-Rego AI4TS 47 22 0 22 Sep 2021
Quantile-based fuzzy clustering of multivariate time series in the frequency domain Ángel López-Oriona J. A. Vilar P. D’Urso AI4TS 53 29 0 08 Sep 2021