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

Jimenez Varon, Cristian Felipe orcid.org/0000-0001-7471-3845, Sun, Ying and Li, Ta Hsin (2024) A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering. Econometrics and Statistics. ISSN: 2452-3062

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Item Type: Article
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© 2024 The Authors. Published by Elsevier B.V. on behalf of EcoSta Econometrics and Statistics.
Dates:
  • Accepted: 11 November 2024
  • Published (online): 17 November 2024
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 24 Mar 2025 11:20
Last Modified: 17 Sep 2025 04:14
Published Version: https://doi.org/10.1016/j.ecosta.2024.11.002
Status: Published online
Refereed: Yes
Identification Number: 10.1016/j.ecosta.2024.11.002
Open Archives Initiative ID (OAI ID):

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