Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation

IF 1.7 Q3 BUSINESS, FINANCE

Journal of Economics and Finance Pub Date : 2022-04-24 DOI:10.1007/s12197-022-09579-7

Christos Agiakloglou, A. Bera, Emmanouil Deligiannakis

引用次数: 0

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具有伪相关的线性非线性时间序列的相关测度评价

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来源期刊

Journal of Economics and Finance Economics, Econometrics and Finance-Finance

CiteScore

2.50

自引率

0.00%

发文量

期刊介绍： The Journal of Economics and Finance is the official journal of the Academy of Economics and Finance. It publishes theoretical and empirical research papers in economics and finance. Its primary focus is on empirical studies utilizing recent advances in econometrics with an emphasis on the policy relevance of the findings.Officially cited as: J Econ Finance