Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123456708> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W3123456708 abstract "We conduct an empirical study using the quantile-based correlation function to uncover the temporal dependencies in financial time series. The study uses intraday data for the S&P 500 stocks from the New York Stock Exchange. After establishing an empirical overview we compare the quantile-based correlation function to stochastic processes from the GARCH family and find striking differences. This motivates us to propose the quantile-based correlation function as a powerful tool to assess the agreements between stochastic processes and empirical data." @default.
- W3123456708 created "2021-02-01" @default.
- W3123456708 creator A5012379771 @default.
- W3123456708 creator A5026085690 @default.
- W3123456708 creator A5060734352 @default.
- W3123456708 creator A5088422196 @default.
- W3123456708 date "2015-07-01" @default.
- W3123456708 modified "2023-09-27" @default.
- W3123456708 title "Quantile Correlations: Uncovering temporal dependencies in financial time series" @default.
- W3123456708 hasPublicationYear "2015" @default.
- W3123456708 type Work @default.
- W3123456708 sameAs 3123456708 @default.
- W3123456708 citedByCount "0" @default.
- W3123456708 crossrefType "posted-content" @default.
- W3123456708 hasAuthorship W3123456708A5012379771 @default.
- W3123456708 hasAuthorship W3123456708A5026085690 @default.
- W3123456708 hasAuthorship W3123456708A5060734352 @default.
- W3123456708 hasAuthorship W3123456708A5088422196 @default.
- W3123456708 hasConcept C10138342 @default.
- W3123456708 hasConcept C105795698 @default.
- W3123456708 hasConcept C117220453 @default.
- W3123456708 hasConcept C118671147 @default.
- W3123456708 hasConcept C120936955 @default.
- W3123456708 hasConcept C14036430 @default.
- W3123456708 hasConcept C143724316 @default.
- W3123456708 hasConcept C149782125 @default.
- W3123456708 hasConcept C151406439 @default.
- W3123456708 hasConcept C151730666 @default.
- W3123456708 hasConcept C162324750 @default.
- W3123456708 hasConcept C166957645 @default.
- W3123456708 hasConcept C200870193 @default.
- W3123456708 hasConcept C204036174 @default.
- W3123456708 hasConcept C205649164 @default.
- W3123456708 hasConcept C23922673 @default.
- W3123456708 hasConcept C2524010 @default.
- W3123456708 hasConcept C33923547 @default.
- W3123456708 hasConcept C41008148 @default.
- W3123456708 hasConcept C63817138 @default.
- W3123456708 hasConcept C78458016 @default.
- W3123456708 hasConcept C86803240 @default.
- W3123456708 hasConcept C91602232 @default.
- W3123456708 hasConceptScore W3123456708C10138342 @default.
- W3123456708 hasConceptScore W3123456708C105795698 @default.
- W3123456708 hasConceptScore W3123456708C117220453 @default.
- W3123456708 hasConceptScore W3123456708C118671147 @default.
- W3123456708 hasConceptScore W3123456708C120936955 @default.
- W3123456708 hasConceptScore W3123456708C14036430 @default.
- W3123456708 hasConceptScore W3123456708C143724316 @default.
- W3123456708 hasConceptScore W3123456708C149782125 @default.
- W3123456708 hasConceptScore W3123456708C151406439 @default.
- W3123456708 hasConceptScore W3123456708C151730666 @default.
- W3123456708 hasConceptScore W3123456708C162324750 @default.
- W3123456708 hasConceptScore W3123456708C166957645 @default.
- W3123456708 hasConceptScore W3123456708C200870193 @default.
- W3123456708 hasConceptScore W3123456708C204036174 @default.
- W3123456708 hasConceptScore W3123456708C205649164 @default.
- W3123456708 hasConceptScore W3123456708C23922673 @default.
- W3123456708 hasConceptScore W3123456708C2524010 @default.
- W3123456708 hasConceptScore W3123456708C33923547 @default.
- W3123456708 hasConceptScore W3123456708C41008148 @default.
- W3123456708 hasConceptScore W3123456708C63817138 @default.
- W3123456708 hasConceptScore W3123456708C78458016 @default.
- W3123456708 hasConceptScore W3123456708C86803240 @default.
- W3123456708 hasConceptScore W3123456708C91602232 @default.
- W3123456708 hasLocation W31234567081 @default.
- W3123456708 hasOpenAccess W3123456708 @default.
- W3123456708 hasPrimaryLocation W31234567081 @default.
- W3123456708 hasRelatedWork W1038615391 @default.
- W3123456708 hasRelatedWork W120526771 @default.
- W3123456708 hasRelatedWork W1517517765 @default.
- W3123456708 hasRelatedWork W1655284544 @default.
- W3123456708 hasRelatedWork W2013092741 @default.
- W3123456708 hasRelatedWork W2182628176 @default.
- W3123456708 hasRelatedWork W2185599968 @default.
- W3123456708 hasRelatedWork W2309452438 @default.
- W3123456708 hasRelatedWork W2510303157 @default.
- W3123456708 hasRelatedWork W2771860089 @default.
- W3123456708 hasRelatedWork W2935767215 @default.
- W3123456708 hasRelatedWork W2949556005 @default.
- W3123456708 hasRelatedWork W2972177624 @default.
- W3123456708 hasRelatedWork W2990358316 @default.
- W3123456708 hasRelatedWork W3106631011 @default.
- W3123456708 hasRelatedWork W3124955531 @default.
- W3123456708 hasRelatedWork W3125128924 @default.
- W3123456708 hasRelatedWork W3125571267 @default.
- W3123456708 hasRelatedWork W3126594918 @default.
- W3123456708 hasRelatedWork W2610814369 @default.
- W3123456708 isParatext "false" @default.
- W3123456708 isRetracted "false" @default.
- W3123456708 magId "3123456708" @default.
- W3123456708 workType "article" @default.