{"title":"Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series","authors":"G. Dufrénot, Takashi Matsuki, Kimiko Sugimoto","doi":"10.1007/978-3-030-54252-8_1","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":351198,"journal":{"name":"Recent Econometric Techniques for Macroeconomic and Financial Data","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Recent Econometric Techniques for Macroeconomic and Financial Data","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-030-54252-8_1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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